Swap Types

carpediem · October 13th, 2003, 2:41 am

Is there any place where I can find a pretty extensive list of swap types? Stuff like IRS, CMS, CMT, etc. Thanks,

greghm · October 13th, 2003, 2:18 pm

extensive no, but you shall find some stuffs on RZBI am sure you'll find the entire path to the I.R. products they ahve some good products' description. in german and english

gc · October 13th, 2003, 2:42 pm

I believe that the best book (as to complete explanation of nearly all types of swaps, including market conventions, ISDA settlement, etc) is:Swaps and Financial Derivatives by Satyajit Das.I have the Second edition that is a bit old now, but the new edition will be out soon. A bit expensive, but a good book.http://www.amazon.com/exec/obidos/tg/de ... n=507846gc

FDAXHunter · October 13th, 2003, 3:11 pm

Not to forget that you can call anything a swap. Hell, I could make a good argument that a stock purchase is really a swap.This is what Smerdyakov does in our chapter: For our next act!!!Hm... Gonna swap some CO2 for some carbohydrates now.

tomo · October 13th, 2003, 3:18 pm

Try Richard Flavell (2002), Swaps and Other Derivatives. It's a Wiley book and I think it qualifies for a discount if you are a member of the Wilmott Book Club.T

carpediem · October 14th, 2003, 4:42 am

Thanks, - Carpe Diem