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Digital Swap

A swap structure which entails the extension or cancelation of the agreement at a specific point in time during the…

    Swap Rate Yield Curve

    A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

      Swap Curve

      A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

        Swap Term

        The lifetime of a swap at the end of which parties to the swap no longer pay obligations since it ceases to...

          Swap Tenor

          The lifetime of a swap at the end of which parties to the swap no longer pay obligations since it ceases to...