An interest rate swap (specifically a LIBOR Function Swap) in which the floating rate is calculated using polynomial equations (e.g.,...
A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...
A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...
An equity swap that has a cap placed on its equity side. The cap can be purchased along with the...
An interest rate swap in which both legs are based on floating rates. One leg is capped, that is, the...
An interest rate swap in which the notional principal amount (NPA) on each payment date is equal to the principal...
A cap floater swap which gives the payer of the capped leg the right but not the obligation to call...
A capped floater swap which gives the payer of the capped leg the right but not the obligation to call...
An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...
A highly path-dependent inflation swap (LPI swap) that has an inflation leg vis-à-vis an interest payment. It involves one payment...