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Basis swap - Financial definition

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Translations:      FR  swap de base (n.m.) , swap de référence (n.m.)     ES  swap de base (n.m.)     DE  Basisswap (n.m.) 

Concise definition of the term basis swap

An interest rate swap in which both legs are calculated on a floating rate, but based on different indexes. In a basis swap, the two floating legs can also be in different currencies.

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