A variant of interest rate swap which, contrary to indexed principal swaps, amortizes as interest rates fall. In other words,...
A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...
A swap which combines an interest rate swap and a swaption on double the notional principal amount (NPA) of the...
A cross-currency swap in which the bank sponsor/ arranger pays a hard currency (like dollar, euro, etc) and receives a...
An asset swap on a par floater (a floater selling at par, i.e., one in which the required return equals...
A derivative instrument which is traded and privately negotiated in over-the-counter (OTC) markets, i.e. directly between the two parties involved,...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A swap which allows one of the counterparties to lock in the spread between two different points on a particular...
It stands for index amortizing rate swap; an interest rate swap (IRS) that has an amortizing notional principal amount (NPA)...
A swap which initiates at a forward start date. In this swap the effective date is not the usual one...