It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A swaplet that constitutes an agreement in which one counterparty makes floating rate payments based on a foreign forward rate...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...
A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are...
The premium differential (CDS premium) between credit default swaps (CDS) that have the same reference entities (reference assets) but differ...
An swaption that gives the holder, already a counterparty to a quanto swap, the right, without the obligation, to cancel...