A two-legged transaction that involves the sale of one bond and the purchase of another with different term to take...
An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...
A type of credit default swap (CDS) where there is only one reference entity. The reference entity is usually a...
It stands for credit default index swap; a fixed set of equally weighted credit default swaps with standard maturities ranging...
A credit default swap (a type of default swap) in which the reference obligation consists of a basket of obligations...
A swap whereby two counterparties agree to exchange interest payments based on two interest rates and denominated in two different...
It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...
A swap in which the nominal principal increases over the life of the swap. The accreting swap is used mostly...
A type of swap where one party or both parties to the swap has (or have) the right but not...
A type of swap where one party or both parties to the swap has (or have) the right but not...