Products

Since 1999, we have continually added to our suite of clearable interest rate swaps, resulting in the broadest IRS product coverage among our peers. In 2011 alone, SwapClear added forward rate agreements, amortizers, accretors, rollercoasters, three new currencies and the functionality to support multiple new swap conventions.

• Forward starting swaps
• Front or back stubs with or without interpolation
• Spread on the floating leg
• Negative floating rate values
• Multiple reset and payment frequency options
• Non-standard fixing lags
• All relevant day count fractions
• Following, modified following and preceding business day conventions
• Adjusted/unadjusted combinations
• Combined holiday calendars for multiple jurisdictions
• IMM roll dates