What Is a Swap Rate?

Swap rate, is the average value of the fixed rate offer price and income price given by the market maker in exchange for LIBoR floating rates.

Swap rate

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Swap rate, is the average value of the fixed rate offer price and income price given by the market maker in exchange for LIBoR floating rates.
For example, for a two-year exchange contract, the fixed exchange rate provided by the market maker is 2.2%, and the fixed interest rate received is 2.0%.

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