A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such…
The floating price that is paid on a fixed-for-floating or floating-for-floating swap or a floating-price cash market transaction. The floating...
A forward swap in which a near-date foreign exchange transaction is settled not on a spot basis two days hence…
An option that gives the holder the right to buy or sell a currency swap at a specified exchange rate…
A straightforward currency swap in which the two counterparties simultaneously exchange currencies at the spot and forward rates. This swap…
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with...
An interest rate swap or currency swap that has a net present value of zero (NPV=0). Generally, the two legs...
A swap that has its two legs denominated in two currencies, where the leg pair falls into one of four...
A swap agreement that relates a vanilla currency swap to a credit event. Once the credit event occurs, the swap...