A variable notional swap in which the notional is reset after a payment in response to the change in a...
An interest rate swap or any similar type of swap which has one of its payment rates or payouts denominated...
A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
A snowball swap in which a floating rate is exchanged at payment dates (e.g., semi-annually) with a complex structured coupon...
A bond swap and particularly a form of the intermarket spread swap whereby an investor may be compensated for the...
A combination of a plain vanilla credit default swap (CDS) and a credit default swap option (CDS option) on the...
It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...
A basket default swap whereby a payout by the protection seller is triggered only following a second default from among...
An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...
A spreadlock that is based on a forward contract. It allows the holder to lock in a specific number of...