Era Swap Whitepaper PowerPoint PPT Presentations

One of the biggest blockchain based ecosystem of 2019. Era Swap Ecosystem consists of multiple interlinked applications for users fueled by native decentralized utility token, the Era Swap Token. Go through Era Swap Whitepaper for more details: https://eraswaptoken.io/pdf/eraswap_whitepaper.pdf

One of the biggest blockchain based ecosystem of 2019. Era Swap Ecosystem consists of multiple interlinked applications for users fueled by native decentralized utility token, the Era Swap Token. Go through Era Swap Whitepaper for more details: https://lnkd.in/dA6igfU

One of the biggest blockchain based ecosystem of 2019. Era Swap Ecosystem consists of multiple interlinked applications for users fueled by native decentralized utility token, the Era Swap Token. Go through Era Swap Whitepaper for more details: https://eraswaptoken.io/pdf/eraswap_whitepaper.pdf

One of the biggest blockchain based ecosystem of 2019. Era Swap Ecosystem consists of multiple interlinked applications for users fueled by native decentralized utility token, the Era Swap Token. Go through Era Swap Whitepaper for more details: https://eraswaptoken.io/pdf/eraswap_whitepaper.pdf

Era Swap is a decentralized utility token which will be used across multiple platforms of Era Swap Ecosystem - like Time Swappers, Era Swap Wallet, ComputeEx, TimeAlly, Blocklogy, BuzCafe, Swappers Wall, BetdeEx, Date Swappers, etc.

Era Swap is a decentralized utility token which will be used across multiple platforms of Era Swap Ecosystem - like Time Swappers, Era Swap Wallet, ComputeEx, TimeAlly, Blocklogy, BuzCafe, Swappers Wall, BetdeEx, Date Swappers, etc.

Era Swap Life offers the advantage of one access to multiple utility platforms accepting Era Swap (ES) Utility token. The user can add his / her wallet to access these platforms which offers multiple solutions to community members. for more details: https://eraswap.life/pdf/EraSwapLife.pdf visit: https://eraswap.life https://www.facebook.com/eraswap https://www.linkedin.com/company/eraswap/ https://twitter.com/eraswaptec https://www.instagram.com/eraswap/?hl=en https://www.youtube.com/channel/UCGCP4f5DF1W6sbCjS6y3T1g/videos?view_as=subscriber

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A capped swap is an interest rate swap with an interest rate cap option where the floating rate of the swap is capped at a certain level while a floored swap is an interest rate swap with a floor option where the floating rate of the swap is floored at a certain level. Capped swaps or floored swaps limit the risk of the floating rate payer or receiver to adverse movements in interest rates. A capped swap can be decomposed into a swap and a cap whereas a floored swap can be decomposed into a swap and a floor. This presentation gives an overview of capped/floored swap product and valuation. You find more presentations at http://www.finpricing.com/productList.html

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A compounding swap is an interest rate swap in which interest, instead of being paid, compounds forward until the next payment date. Compounding swaps can be valued by assuming that the forward rates are realized. Normally the calculation period of a compounding swap is smaller than the payment period. For example, a swap has 6-month payment period and 1-month calculation period (or 1-month index tenor). An overnight index swap (OIS) is a typical compounding swap.This presentation gives an overview of compounding swap product and valuation model. You can find more information at http://www.finpricing.com/lib/IrCompoundingSwap.html

A basis swaps is an interest rate swap that involves the exchange of two floating rates, where the floating rate payments are referenced to different bases. Both legs of a basis swap are floating but derived from different index rates (e.g. LIBOR 1 month vs 3 month). Basis swaps are settled in the form of periodic floating interest rate payments. They are quoted as a spread over the reference index. For example, 3-month LIBOR is frequently used as a reference. Spreads are quoted over it. This presentation gives an overview of interest rate basis swap product and valuation model. You can find more information at http://www.finpricing.com/lib/IrBasisSwap.html

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An interest rate swap is an agreement between two parties to exchange future interest rate payments over a set period of time. It consists of a series of payment periods, called swaplets. The most popular form of interest rate swaps is the vanilla swaps that involve the exchange of a fixed interest rate for a floating rate, or vice versa. There are two legs associated with each party: a fixed leg and a floating leg. Swaps are OTC derivatives that bear counterparty credit risk beside interest rate risk. This presentation gives an overview of interest rate swap product and valuation model. You can find more information at http://www.finpricing.com/lib/IrSwap.html

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A cancelable swap provides the right but not the obligation to cancel the interest rate swap at predefined dates. Most commonly traded cancelable swaps have multiple exercise dates. Given its Bermudan style optionality, a cancelable swap can be represented as a vanilla swap embedded with a Bermudan swaption. Therefore, it can be decomposed into a swap and a Bermudan swaption. Most Bermudan swaptions in a bank book actually come from cancelable swaps. Cancelable swaps provide market participants flexibility to exit a swap. This additional feature makes the valuation complex. This presentation provides practical details for pricing cancelable swaps. You find more presentations at http://www.finpricing.com/productList.html

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An amortizing swap is an interest rate swap whose notional principal amount declines during the life of the contract whereas an accreting swap is an interest rate swap whose notional principal amount increases instead. The notional amount changes could be one leg or two legs, but typically on a fixed schedule. The notional principal is tied to an underlying financial instrument with a declining principal, such as a mortgage or an increasing principal, such as a construction fund. This presentation gives an overview of amortizing or accreting swap product and valuation model. You can find more information at http://www.finpricing.com/lib/IrAmortizingSwap.html

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Swap free accounts can be open for long times and returns would be regardless of the position volumes of swap free accounts in Singapore, Hongkong, Malaysia, Russia and New Zealand.

Credit Default Swap. Protection. Buyer. Protection. Seller. premium (say 40 bps) ... A's rate with the swap: LIBOR spread - premium. Risk-free rate: LIBOR ...

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The analysts forecast global hot swap controllers market to grow at a CAGR of 7.9% during the period 2016-2020. Complete Report Available at http://www.sandlerresearch.org/global-hot-swap-controllers-market-2016-2020.html. The report covers the present scenario and the growth prospects of the global hot swap controllers market for 2016-2020. To calculate the market size, the report considers the revenue generated from the sales of hot swap controllers worldwide during the forecast period.

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India Electric Vehicle Battery Swapping Market Research Report: By Vehicle Type (Two-Wheeler, Three-Wheeler, Commercial Vehicle), Service Type (Pay-Per-Use Model, Subscription Model) - Industry Size, Trend, Growth and Demand Forecast to 2030

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The global EV battery swapping for two- and three-wheeler market is predicted to surge from 2020 to 2030.

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