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Rate Swap ProtocolSolana-based Interest Rate Swaps

Trade fixed vs floating rates on oracle-defined rate indices with DV01-driven risk management

What is Rate Swap Protocol? ​

Rate Swap Protocol is a Solana-based decentralized protocol for trading interest rate swaps (IRS). Users can trade fixed vs floating rates on oracle-defined rate indices such as perpetual funding rates or borrow APRs.

Key Features ​

  • Margined Trading: Efficient capital usage with collateralized positions
  • Mark-to-Market: Real-time position valuation and settlement
  • DV01 Risk Management: Industry-standard risk metrics for interest rate exposure
  • Oracle-Based Settlement: Reliable rate indices from trusted oracle sources
  • AMM Pricing: Automated market making for instant execution

Protocol Status ​

This protocol is currently in development. Documentation is actively maintained and updated.

Released under the ISC License.