Swap – Page 15 – Fincyclopedia

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Price-Weighted Variance Swap

A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...

MONA Swap

It stands for monthly overnight average swap, which is an interest rate swap whose floating rate leg is based on...

MTM Swap

It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....

Partial Lookback Feature

With respect to option contracts and other types of derivatives, it refers to the feature allowing the holder (the long)...

Par Asset Swap Package

The combination of a fixed-rate bond and an interest rate swap (IRS), structured such that the total cost to the...

Swap Face Value

The face value of a swap is its notional principal amount; it is the nominal value that is used as...

Implied Forward Swap Rate

A forward swap rate that is implied from the market forward swap rate and a "forward" bond yield to maturity...

Energy Swap

An energy derivative which involves trading the prices two counterparties pay for an energy commodity, such as oil, gas, coal,...

Face Value of a Swap

The face value of a swap is its notional principal amount; it is the nominal value that is used as...

Rate Differential Swap

A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....