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Clawback

A clause in a law, contract, agreement, etc, that limits or reverses a payment or profit distribution for particular reasons.…

STIR Swap

An acronym for short-term interest rate swap. By definition, it is an interest rate swap (IRS) whose maturity doesn't exceed...

CTS

It stands for conditional trigger swap; a trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance...

Conditional Trigger Swap

A trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance of a specific equity and interest...

Subsidized Swap

A swap that combines a plain vanilla swap with a cap. An investor may construct a subsidized swap by paying...

Convertible Asset Swap

An asset swap whose underlying is a convertible security. In terms of composition, it is a combination of an asset…

Credit Swap

An swap agreement which is entered into by two counterparties, a buyer and seller of credit protection, and whereby the...

Credit Contingent Swap

A credit derivative (specifically, a hybrid credit derivative) that entails the exchange (swapping) of two different legs of payment, one...

Gas Price Swap 

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

Covered Interest Arbitrage 

A straightforward currency swap in which the two counterparties simultaneously exchange currencies at the spot and forward rates. This swap…