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  <titleInfo>
    <title>Interest- rate swaps</title>
  </titleInfo>
  <name type="personal">
    <namePart>Coyle, Brian</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <typeOfResource>text</typeOfResource>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">xxu</placeTerm>
    </place>
    <place>
      <placeTerm type="text">Canterbury</placeTerm>
    </place>
    <publisher>Financial world</publisher>
    <dateIssued>2001</dateIssued>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>154 p.: ill.; 22cm.</extent>
  </physicalDescription>
  <tableOfContents>Contents: Introduction -- What are interest- rate swaps? -- Uses of liability swaps -- Non-generic swaps -- Valuation of swaps -- Administration of swaps -- Swaps and financial risk -- Appendix: Zero coupon rates.</tableOfContents>
  <note type="statement of responsibility">Brian Coyle, </note>
  <note>Includes index.</note>
  <classification authority="lcc">HG6024.5.C63</classification>
  <identifier type="isbn">0852974434</identifier>
  <recordInfo>
    <recordCreationDate encoding="marc">120618</recordCreationDate>
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