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LIBOR-Squared Swap

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

    Power LIBOR Swap

    An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...

      Power Swap

      An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...

        Leveraged Swap

        An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...