Swap Termination Value definition: Copy, customize, and use instantly
Introduction
The term "Swap Termination Value" refers to the amount that is paid when a swap agreement is terminated early. This value is calculated based on the market conditions at the time of termination and can involve either a payment from one party to the other depending on the swap’s value. It plays an important role in managing financial risk, especially in cases where a swap is ended before its maturity.
Below are various examples of how "Swap Termination Value" can be defined in different contexts. Copy the one that fits your needs, customize it, and use it in your contract.
Definition of "Swap Termination Value" as termination payment
This definition ties "Swap Termination Value" to the payment made upon termination.
"Swap Termination Value" means the amount paid by one party to another upon early termination of a swap agreement, based on the prevailing market conditions at the time.
Definition of "Swap Termination Value" as net payment due at termination
This definition connects "Swap Termination Value" to the net payment owed at termination.
"Swap Termination Value" refers to the net amount payable by either party to the other upon the termination of a swap agreement, reflecting the difference in value between the original terms and market conditions.
Definition of "Swap Termination Value" as calculated by market value
This definition links "Swap Termination Value" to market value calculations.
"Swap Termination Value" means the value of a swap agreement at the time of termination, determined by calculating the market value of the swap and any associated collateral adjustments.
Definition of "Swap Termination Value" as value at the time of unwinding
This definition ties "Swap Termination Value" to the unwinding of the swap.
"Swap Termination Value" refers to the amount of money due when a swap is unwound before maturity, calculated based on the market value of the swap at the time of termination.
Definition of "Swap Termination Value" as payment for early termination
This definition connects "Swap Termination Value" to the early termination of the swap.
"Swap Termination Value" means the payment required when one party terminates the swap before its maturity, calculated based on the net present value of the remaining obligations under the agreement.
Definition of "Swap Termination Value" as the economic value of the swap
This definition ties "Swap Termination Value" to the economic value of the swap agreement.
"Swap Termination Value" refers to the economic value of a swap at the time of its termination, taking into account market interest rates, commodity prices, or currency rates, depending on the swap type.
Definition of "Swap Termination Value" as settlement amount
This definition connects "Swap Termination Value" to the settlement of the swap.
"Swap Termination Value" means the settlement amount paid upon the early termination of a swap agreement, which reflects the fair value of the contract at the time of termination.
Definition of "Swap Termination Value" as agreed-upon value at termination
This definition links "Swap Termination Value" to an agreed value at the time of termination.
"Swap Termination Value" refers to the value agreed upon by the parties at the time of the swap's termination, considering both market conditions and the remaining life of the swap.
Definition of "Swap Termination Value" as a value reflecting the prevailing market
This definition ties "Swap Termination Value" to the prevailing market.
"Swap Termination Value" means the amount that reflects the prevailing market conditions at the time of termination, and is calculated based on the difference between the agreed terms of the swap and current market prices.
Definition of "Swap Termination Value" as the present value of future obligations
This definition connects "Swap Termination Value" to future obligations.
"Swap Termination Value" refers to the present value of the future obligations of a swap, adjusted for interest rates, commodity prices, or other relevant factors, when the swap is terminated early.
Definition of "Swap Termination Value" as the value derived from a financial model
This definition ties "Swap Termination Value" to financial modeling.
"Swap Termination Value" means the value calculated using a financial model that takes into account the contractual terms of the swap and prevailing market conditions at the time of termination.
Definition of "Swap Termination Value" as the liquidation value
This definition connects "Swap Termination Value" to liquidation value.
"Swap Termination Value" refers to the liquidation value of a swap, determined by assessing the market value of the swap's remaining cash flows and the current market conditions at the time of termination.
Definition of "Swap Termination Value" as the value adjusted for collateral
This definition links "Swap Termination Value" to collateral adjustments.
"Swap Termination Value" means the amount payable upon termination, adjusted for any collateral provided by either party under the swap agreement.
Definition of "Swap Termination Value" as the net settlement value
This definition ties "Swap Termination Value" to net settlement.
"Swap Termination Value" refers to the net settlement value, which is the difference between the termination amount due from one party to the other, reflecting the contract’s market value at termination.
Definition of "Swap Termination Value" as termination value for interest rate swaps
This definition connects "Swap Termination Value" to interest rate swaps.
"Swap Termination Value" means the amount due upon termination of an interest rate swap, calculated by assessing the net present value of the remaining cash flows under the swap agreement.
Definition of "Swap Termination Value" as a value reflecting counterparty risk
This definition ties "Swap Termination Value" to counterparty risk.
"Swap Termination Value" refers to the value of the swap agreement upon early termination, reflecting any changes in counterparty risk or credit spreads.
Definition of "Swap Termination Value" as value reflecting currency movements
This definition connects "Swap Termination Value" to currency fluctuations.
"Swap Termination Value" means the amount due upon termination of a swap, adjusted for changes in currency movements and the relative values of foreign exchange rates.
Definition of "Swap Termination Value" as the final settlement amount
This definition links "Swap Termination Value" to final settlement.
"Swap Termination Value" refers to the final settlement amount, determined by evaluating the remaining obligations of both parties at the time the swap is terminated.
Definition of "Swap Termination Value" as the termination calculation for commodity swaps
This definition ties "Swap Termination Value" to commodity swaps.
"Swap Termination Value" means the calculation of the value of a commodity swap upon early termination, based on the market prices of the underlying commodities.
Definition of "Swap Termination Value" as adjusted for prepayment options
This definition connects "Swap Termination Value" to prepayment conditions.
"Swap Termination Value" refers to the value of a swap agreement terminated early, adjusted for the value of any prepayment options or early termination clauses in the contract.
Definition of "Swap Termination Value" as the value in credit default swaps
This definition links "Swap Termination Value" to credit default swaps.
"Swap Termination Value" means the amount calculated upon the termination of a credit default swap, reflecting the value of the reference obligation and any associated credit events.
Definition of "Swap Termination Value" as payment for option-like features
This definition ties "Swap Termination Value" to options.
"Swap Termination Value" refers to the payment amount determined by the value of option-like features within the swap agreement upon termination.
Definition of "Swap Termination Value" as a market-adjusted value
This definition connects "Swap Termination Value" to market adjustments.
"Swap Termination Value" means the termination amount, adjusted to reflect current market conditions, interest rates, and other relevant market factors.
Definition of "Swap Termination Value" as termination value for cross-currency swaps
This definition links "Swap Termination Value" to cross-currency swaps.
"Swap Termination Value" refers to the value of a cross-currency swap at the time of termination, calculated based on the exchange rate and other financial variables at that moment.
Definition of "Swap Termination Value" as a final transaction amount
This definition ties "Swap Termination Value" to the final transaction sum.
"Swap Termination Value" means the final transaction amount due between the parties, which reflects the fair value of the swap at termination based on agreed-upon terms.
Definition of "Swap Termination Value" as adjusted for accrued interest
This definition connects "Swap Termination Value" to accrued interest.
"Swap Termination Value" refers to the amount paid upon swap termination, adjusted for any accrued interest or other accrued obligations under the agreement.
Definition of "Swap Termination Value" as the net value of future cash flows
This definition links "Swap Termination Value" to cash flow analysis.
"Swap Termination Value" means the net value of future cash flows under the swap agreement, discounted to the present, and payable upon termination.
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