An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...
A structured swap in which the swap counterparty agrees to adjust the notional principal amount in a fashion that matches the actual outstanding balance...
It stands for zero-coupon inflation swap; a type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity....
An option to enter into a year-on-year “inflation-indexed” swap (YYIIS) at a prespecified date for a prespecified swap rate. In other words, this option allows...
An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...
An interest rate swap in general and a type of seasonal swap in particular, in which the tenor can be altered (extended or...
An abbreviation for net present value swap; an interest rate swap in general and a type of seasonal swap in particular, in which the tenor...
An odd or partial period within the life of a swap that doesn't constitute, by itself, a whole settlement period. In...
The floating rate that corresponds to the length of the stub period of a swap. The stub period usually begins on the date...
An instrument or security whose performance depends at least on two different currencies (i.e., two different markets: domestic and foreign)....