Q. Swaps whose notional accretes when a certain floating rate,often a different rate from the one usedto pay,lies within a range. (Solved)
1. Range accrual swaps
2. Asian swaps
3. Index amortizing swap
4. Bermudan swaps
- a. Range accrual swaps
1. Range accrual swaps
2. Asian swaps
3. Index amortizing swap
4. Bermudan swaps