A swap whereby one of the counterparties (or both) post collateral to guarantee fulfillment of a contractual obligation. The collateral...
An energy swap that involves the exchange of the dark spread, i.e., the variable primary energy price of coal and...
A process of terminating a swap by marking it to market and calculating its value in order to determine which...
A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...
A credit default swap (CDS) whereby the protection buyer makes a payment to the protection buyer only after the Nth...
An OTC swap which features both a knockout and contingent coupon mechanism. The issuer receives the coupon, whilst the holder...
An interest rate swap (or virtually any types of swaps) usually has a spot start date which means two business...
Swap transactions are typically viewed as the exchange of a fixed rate for a floating rate, or vice versa. Interest...
The effective swap rate which is paid or received by a swap's counterparty. This rate results from adding up the...
A range accrual swap in which the observation rate is based on a constant maturity swap (CMS) rate, rather than...