A callable swap in which the seller has the right, but is not obliged, to cancel the agreement on more...
A bond swap that entails swapping substitute bond issues experiencing short-term imbalances in yield spreads. The imbalance will correct itself...
A basis swap in which the reference rates on which are based the two interest payment legs are set at...
A trade that involves the sale of one bond and the use of the proceeds to purchase a different bond...
A real interest rate swap (CPI swap) whose inflation leg pays a year-on-year inflation rate. Like it closest cousin, the...
A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...
An inflation swap where the two counterparties exchange an inflation rate against a fixed rate every year. This swap is...
An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of...
A coupon swap which gives the fixed rate payer the right, without the obligation, to terminate the swap at a...
An ordinary fixed-floating interest rate swap. In this swap, one party pays the fixed rate and the other pays the...