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Net Present Value Swap

An interest rate swap in general and a type of seasonal swap in particular, in which the tenor can be altered (extended or...

    NPV Swap

    An abbreviation for net present value swap; an interest rate swap in general and a type of seasonal swap in particular, in which the tenor...

      Stub Period

      An odd or partial period within the life of a swap that doesn't constitute, by itself, a whole settlement period. In...

        Stub Rate

        The floating rate that corresponds to the length of the stub period of a swap. The stub period usually begins on the date...

          Cross-Currency Derivative

          An instrument or security whose performance depends at least on two different currencies (i.e., two different markets: domestic and foreign)....

            Unlisted Derivative

            A derivative contract that is not traded in active markets. Examples of unlisted derivatives include forward contracts, unlisted swaps, unlisted options, etc. These contracts are customized,...

              Swap Reset

              The mechanism by which an interest rate swap with floating rates based on LIBOR typically resets at fixed intervals (such as three months or...

                Out-of-The-Money Swaption

                A swaption (swap option) in which the strike price of the option is higher than the forward rate (in the swap). This out-of-the-money option (in...

                  OTM Swaption

                  It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...

                    ITM Swaption

                    It stands for in-the-money swaption; a swaption (swap option) in which the strike price of the option is less than the forward rate (in...