Interest rates call

Product description
The level of a constant maturity swap (CMS) rate is the prevailing value of the interest rate swap for the maturity specified. Unlike swap rates, which are fixed for the maturity required and remain the same during the life of the swap, the CMS rate is derived from CMS rates interest rate swaps for the tenor in question. The value of the coupon is based on the difference between two rates rather than any growth in the value of either CMS rate. When the prospectus for this prod

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