{"id":"W2066425454","doi":"10.3905/jod.2004.434536","title":"Interest Rate Swaps","year":2004,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Interest rate swap; Commodity swap; Swap (finance); Fixed interest rate loan; Economics; Foreign exchange swap; Treasury; Monetary economics; Financial economics; Business; Interest rate; Econometrics; Interest rate parity; Finance; Futures contract","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005632984,0.00006215074,0.0001767113,0.00009825256,0.00009349908,0.00002432343,0.000205437,0.00002579119,0.00004801583],"category_scores_gemma":[0.0002519064,0.00004485482,0.00007807924,0.0001552,0.00008926353,0.0001982918,0.00002593669,0.000138113,0.00007404952],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004253009,"about_ca_system_score_gemma":0.00002512623,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002021977,"about_ca_topic_score_gemma":0.00001438949,"domain_scores_codex":[0.999401,0.0000149284,0.0004147594,0.00004940635,0.0000191491,0.0001007419],"domain_scores_gemma":[0.9992567,0.00007459961,0.0004766731,0.0001136731,0.00004417775,0.000034154],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00006270458,0.0000866107,0.008841224,0.000004962421,0.00006667604,0.000005501854,0.004602327,0.001096247,0.001083,0.9823377,0.0005781371,0.001234913],"study_design_scores_gemma":[0.0007529295,0.0001973049,0.5417764,0.00004071621,0.000009349635,0.0000412167,0.0005253375,0.0000294649,0.001914887,0.4227145,0.03187607,0.0001218493],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9679694,0.001196009,0.0249629,0.003291787,0.0003324517,0.00004075475,0.000009128086,0.000004599948,0.002192959],"genre_scores_gemma":[0.9986843,0.0003754214,0.0005005425,0.00004983111,0.0002310795,5.185494e-7,4.527484e-7,0.000007222489,0.000150625],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5596232,"threshold_uncertainty_score":0.1829126,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05746694326747399,"score_gpt":0.2431456755641164,"score_spread":0.1856787322966424,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}