错配式票据的中文解释
指一种浮动利率票据,其票面利率与所参照的基准利率在期限上错配,例如每个月重设一次票面利率,但参照的基准利率是6个月期的伦敦银行同业拆借利率.
Mismatch Note的英文解释
A
variable rate note on which the changes in coupon, or refixes, are based on a mismatched
reference rate in terms of maturity, a note refixing on a
monthly basis against six-month Libor