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Swap

An OTC derivative in which two parties exchange streams of cash flows over time, such as fixed-for-floating interest payments.

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Formula

Net settlement = (Fixed Rate − Floating Rate) × Notional × Day-Count Fraction

A swap is an over-the-counter derivative contract in which two counterparties agree to exchange a series of cash flows on scheduled dates over the life of the contract. No principal usually changes hands — only the net difference between the two payment legs is settled.

The most common type is the interest rate swap, where one party pays a fixed rate and receives a floating rate (now benchmarked to SOFR after LIBOR's retirement), while the other does the reverse. Other major families include currency swaps (exchanging principal and interest in two currencies), credit default swaps (protection against default), and commodity and equity total-return swaps.

Swaps are used to convert exposure — for example turning a floating-rate loan into a synthetic fixed-rate one — and to speculate on rates. Since the post-2008 reforms, most standardized swaps clear through central counterparties, which collect margin and reduce the bilateral credit risk that defined the old OTC market.

Example

A firm with a $10M floating-rate loan at SOFR + 1.5% enters a swap to pay 4% fixed and receive SOFR. Its net cost becomes 4% + 1.5% = 5.5% fixed, regardless of where SOFR drifts — the floating leg of the loan and the floating leg received on the swap cancel out.

#derivatives#swaps#interest-rates#otc

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