Welcome to InterestRateSwaps.info
The internet's
number one source for interest rate swaps
including streaming swap rates and yield curve.
Although intuitive at the macro level,
interest rate swaps are actually very complicated derivative instruments. There are several parties involved in the swap transaction,
documentation is often unfamiliar, pricing is a mystery and, the accounting and
cash settlement mechanics can be confusing. This site is being built to
"de-mystify" the entire swap process.
InterstRateSwaps.info is a perpetual work-in-progress. Feedback from you, the
users, will be incorporated into the site as new features, options and
services. It is the goal of our staff to provide you with analytical
tools, background information, academic information and general commentary on
interest rate swaps. Its initial focus is on pricing interest are
swaps. I have not found any better site for an overview of the swap market
including models to calculate a swap rate for you with techniques used by
professional swap traders.
Please see the Accounting Tab
for some commentary on FAS 133. Just because we understand swaps does not
mean our accountants do. We are seeing different applications of FAS 133
depending on the accounting firm. Isn't this what FAS 13 was supposed to
cure?
Our Mission
InterstRateSwaps.info is designed to educate CFOs, Treasurers and other finance
professionals on interest rate swaps. We want you to fully understand how
swaps work, the documentation involved and most importantly how the swap rate is
derived. Armed with this data, you can get better rates.
