A swap agreement which is identical to an existing swap, but with opposite parties. In other words, under a reverse...

A swap in which the floating rate payments are inversely proportional to interest rate movements. The swap structure consists of...

An interest rate swap in which the floating-rate coupon increases in value as the underlying floating rate falls. In essence,...

A swap in which the floating rate payments are inversely proportional to interest rate movements. The swap structure consists of...

A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international...

A measure of the quality of a borrower as perceived by the market. It varies over different maturities and for...

A combination of two swaps, namely two cross-currency swaps or two interest rate swaps for the purpose of effectively extending...

Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...

An interest rate swap (specifically, an off-market swap) in which payments are made upfront on a discounted basis. That means,...

An interest rate swap that entails the exchange of a fixed rate for floating rate, where the floating leg is...