An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...
A swap whose tenor is less than two years. That implies that the fixed and floating rates have a maturity...
An interest rate swap which involves the exchange of the interest payments based on two different rates (one of them...
A balance guaranteed swap that is mainly used in cross-currency transactions whereby the coupons on one leg of the swap...
An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...
A forward pricing sales arrangement which involves determining the cash price of a forward sales agreement (a futures contract) either...
The process of entering into a swap by a swap dealer. The swap in question is said to have become...
Not to be confused with a futures option, it is a futures contract on an option’s payoff. In fact, a...
Any type of changing notional principal swaps which are essentially designed to meet the financing or foreign exchange needs of...
A path-dependent option whose payoff, at the time of exercise or expiration, does not depend much on the price events...