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Cetes Swap

A swap which is similar to a tesobono swap, but with the collateral being the federal Treasury certificates/ Los Certificados…

Callable Base Rate Swap

A base rate swap which gives the fixed rate payer the right, without the obligation, to terminate the swap at...

Remarketable Asset Swap

Also a callable asset swap. It is an asset swap in which the seller retains a call option on the...

Natural Gas Price Swap

A price swap contract whereby a natural gas producer sells its gas under a gas sales contract that pays a…

Municipal Embedded Derivative Security

aa municipal derivative which constitutes a municipal note embedded with a derivative such as a swap, cap, option, etc. By…

Reverse ZC Swap

A zero coupon swap (ZC swap) in which payments are reversed. That is the zero coupon payment is made at…

Subordinate Basket Default Swap

A basket default swap which sets a maximum payout for each defaulted reference entity and a maximum aggregate payout over...

Duration Shortening Swap

A bond swap that involves swapping a long maturity bond with a shorter maturity bond. This swap helps investors to...

Zebra Basis Risk Swap

A swap agreement made between a municipality (a city or town local council) and a financial intermediary, in which the…

Acceleration

A clause in a contract, agreement or contractual obligation, such as a swap, whereby it is allowable to terminate the…