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- Amortising_swap abstract "Amortising swap is usually an interest rate swap in which the notional principal for the interest payments declines during the life of the swap, perhaps at a rate tied to the prepayment of a mortgage or to an interest rate benchmark such as the London Interbank Offered Rate (Libor). If the swap allows for uncertain contingent ups and downs in the notional principal, it is called a "roller-coaster swap". The opposite of the accreting swap.".
- Amortising_swap wikiPageExternalLink indexamortizingswap.asp.
- Amortising_swap wikiPageID "15607737".
- Amortising_swap wikiPageRevisionID "492113926".
- Amortising_swap hasPhotoCollection Amortising_swap.
- Amortising_swap subject Category:Interest_rates.
- Amortising_swap type Abstraction100002137.
- Amortising_swap type Charge113306870.
- Amortising_swap type Cost113275847.
- Amortising_swap type InterestRate113319032.
- Amortising_swap type InterestRates.
- Amortising_swap type Outgo113275288.
- Amortising_swap type Possession100032613.
- Amortising_swap type Rate113325010.
- Amortising_swap type Relation100031921.
- Amortising_swap type TransferredProperty113252973.
- Amortising_swap comment "Amortising swap is usually an interest rate swap in which the notional principal for the interest payments declines during the life of the swap, perhaps at a rate tied to the prepayment of a mortgage or to an interest rate benchmark such as the London Interbank Offered Rate (Libor). If the swap allows for uncertain contingent ups and downs in the notional principal, it is called a "roller-coaster swap". The opposite of the accreting swap.".
- Amortising_swap label "Amortising swap".
- Amortising_swap sameAs m.03mhg_2.
- Amortising_swap sameAs Q4747791.
- Amortising_swap sameAs Q4747791.
- Amortising_swap sameAs Amortising_swap.
- Amortising_swap wasDerivedFrom Amortising_swap?oldid=492113926.
- Amortising_swap isPrimaryTopicOf Amortising_swap.