A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...
A combination of a cross-currency swap with a swaption (swap option). This swap confers on the holder (i.e., the buyer)...
A basket default swap which sets a maximum payout for each defaulted reference entity, and whereby the payout is triggered...
A basket credit default swap in which the protection seller is obliged to make contingent payments to the protection buyer...
A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...
It stands for indexed annuity swap; a CPI-linked swap where the floating leg is indexed to a consumer price index...
A CPI-linked swap where the floating leg is indexed to a consumer price index (CPI) and the fixed leg is...
A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...
A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...
A mortgage derivative (specifically an asset swap) in which the fixed rate leg is attached to fixed-rate mortgage payments. The...