Originally, a periodic reset swap in which the floating rate payer is allowed to reset the floating rate (LIBOR) at...
The fixed rate in an interest rate swap (IRS) expressed as a percentage rate instead of a premium or a...
An asset swap in which the payoff is made at a set of prespecified dates, where it is determined in...
A zero coupon swap in which payments are reversed. That is the zero coupon payment is made at the beginning...
A bond swap that involves swapping a short maturity bond with a longer maturity bond. This swap helps investors to...
The process of entering into a swap by a swap dealer. The swap in question is said to have become...
A type of in-arrears swap in which the receiver leg pays coupons depending on the average of an underlying reference...
An interest rate swap in which two floating rate instruments are exchanged. In other words, the two streams of floating...
A cash-settled swap which is based on the price differential between two over-the-counter commodities (for example, crude oil and gasoline....
It stands for overnight index swap; a fixed-to-floating interest rate swap where the floating leg is determined by reference to...