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Quanto Constant Maturity Swap

A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...

Quanto CMS

A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...

CMS-Linked Note

A structured product (specifically, a CMS-related financial product) in which the investors receive coupon payments linked to an CMS rate...

Constant Maturity Treasury Swap

A constant maturity swap (either fixed/ floating or floating/ floating) in which the yield on a treasury bond (sovereign debt)...

Constant Maturity Swap Spread

A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...

Constant Maturity Swap Rate

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

CMS TRIS

A total return index swap (TRIS) where one leg is based on a CMS return index and the other is...

CMS Total Return Index Swap

A total return index swap where one leg is based on a CMS return index and the other is either...

CMT Rate

An abbreviated form for constant maturity treasury rate; an interest rate benchmark that provides the yield of a synthetic security...

CMS Spread Derivative

A financial derivative whose payoff depends on the spread (constant maturity swap spread) between two swap rates of different maturities...