An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...
A cross-currency swap which provides one of the parties with a partial protection of the final exchange notional. However, a...
A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...
A swap that has its two legs denominated in two currencies, where the leg pair falls into one of four...
A constant maturity swap (either fixed/ floating or floating/ floating) in which the yield on a treasury bond (sovereign debt)...
A credit default swap that provides hedge against default losses and which has a floating premium that resets on periodical...
A swap whose notional principal amount doesn't vary over its tenor. Each cashflow is calculated using a constant notional principal....
An extendable swap which combines a fixed payer swap and a payer swaption. For example, an investor buys a swap...
An extendible swap which combines a fixed payer swap and a payer swaption. For example, an investor buys a swap...
A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...