rate differential swap rate differential swap A swap in which the two payments are tied to two currencies in two different interest rate indexes, but in which the payments are exchanged in one base currency. For example, a rate differential swap might have payments denominated in U.S. dollars, but could have one set tied to the Japanese LIBOR and another to the U.S. LIBOR. The Japanese LIBOR payments will still be made in dollars. The rate differential swap allows investors to profit from changes in the interest rates of the two indexes. also called cross-index basis swap, cross-rate swap, differential swap, interest rate index swap, LIBOR differential swap. Create Date : 17 สิงหาคม 2554 Last Update : 17 สิงหาคม 2554 9:24:49 น. 0 comments Counter : 301 Pageviews.   Share Tweet ชื่อ : * blog นี้ comment ได้เฉพาะสมาชิก Comment :   *ส่วน comment ไม่สามารถใช้ javascript และ style sheet