An amortizing swap in which the notional principal amortizes at a faster pace as interest rates increase. This type of...
A swap that allows the floating-rate receiver to choose between receiving the reference rate value prevailing at either the beginning...
A cancellable swap in which the fixed-rate payer can terminate the swap on a predetermined date prior to maturity. This...
A yield-curve swap which calls for the exchange of the returns from more than one market for the returns from...
A commodity swap that links the price of one commodity to that of another. For example, electricity rate swaps can...
An asset swap in which the seller retains a call option on the underlying floating-rate or fixed-rate asset. This option...
A basket credit default swap (credit default basket swap) in which the investors (protection sellers) are exposed to all reference...
A credit default swap (CDS) which comes into life at some future start date, provided that no default event occurs...
An interest rate swap in which the floating rate leg resets according to a predetermined schedule or a designated reference...
An interest rate swap (IRS) in which the floating rate leg resets according to a predetermined schedule or a designated...