A semi-fixed swap which allows oil consumers to swap into a lower rate if prices go below a specific trigger...
A swap to exchange cash flows based on the price of an underlying commodity. Put another way, the commodity swap...
A hybrid swap which combines a commodity swap with an interest rate swap. In this swap, a floating rate (such...
A swap (a bond swap or a broadly an asset swap) that entails the exchange of an underwater asset (a...
A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...
An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...
In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...
With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...
It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...
A credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit event relates to the first time...