In interest rate swaps and also currency swaps, it is the predetermined money amount on which the interest payments to...
It stands for principal-only swap; a type of currency swaps which involves the exchange of principal between two currencies. In...
A type of currency swaps which involves the exchange of principal between two currencies. In other words, under this swap...
An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...
A swap which imitates the characteristics of a superfloater bond for the construction of the floating rate leg. The fixed...
An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...
An exotic swap in which either of the two legs is (or both are) based on an illiquid index and...
An equity swap whose equity side is bounded by a floor. The floor places a lower limit on the equity...
An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of...
A credit default swap (CDS) entails the exchange of a floating recovery amount for a fixed recovery amount. For example,...