It stands for first-to-default credit swap; a credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit...
It stands for nth-to-default swap; a credit default swap (CDS) whereby the protection buyer makes a payment to the protection...
It stands for relative performance total return swap; a swap in which one counterparty makes a fixed payment to the...
It stands for relative return swap; an asset swap which pays at a series of pre-determined dates (fixings) the relative...
An asset swap which pays at a series of pre-determined dates (fixings) the relative performance observed between the current underlying...
A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...
It stands for absolute return swap; an asset swap in which the payoff is made at a set of prespecified...
An equity swap in which one leg is the performance of an equity index and the other leg is the...
Marking a swap to market is a technique for valuing it using current market prices. This is done in order...
A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...