A variant of the fixed-for-floating interest rate swap in which the floating rate payer doesn’t pay the periodically observed reference...
A variant of the fixed-for-floating interest rate swap in which the floating-rate payer makes periodic interest payments, whilst the fixed-rate...
A zero-recovery swap in which one counterparty receives a weaker currency and pays a stronger currency while the other counterparty...
An interest rate swap (specifically an amortizing fixed-for-floating rate swap) in which the fixed rate is set above the market...
A combination of an interest rate swap and two binary interest rate options, one of them is a binary cap...
It stands for limited-price index swap. It is an inflation swap (a zero-coupon swap) in which a fixed amount is...
A fixed set of equally weighted credit default swaps with standard maturities ranging between 5 to 10 years. The credit...
An interest rate swap in which one/ both of its legs is/ are based on the yields of a tax-exempt...
It stands for total rate of return swap. A credit derivative in which the total return on a reference obligation...
A swap which entails the exchange of the total rate of return of a bond market, or a segment within...