A swap whose notional principal amount doesn't vary over its tenor. Each cashflow is calculated using a constant notional principal....

The interest rate at which a forward rate agreement (FRA) is traded. In other words, it is the agreed rate...

The risk that arises from portraying a counterparty to a derivatives transaction or a dealer as a "trusted adviser" who...

An floating rate note that has a very long or endless (perpetual) maturity, with the right to convert back and...

A floater that has a very long or endless (perpetual) maturity, with the right to convert back and forth between...

An FRN that has a very long or endless (perpetual) maturity, with the right to convert back and forth between...

A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...

A combination of a cross-currency swap with a swaption (swap option). This swap confers on the holder (i.e., the buyer)...

A basket credit default swap in which the protection seller is obliged to make contingent payments to the protection buyer...

A credit default swap (CDS) that protects its buyer (the long) from losses of a reference asset/ reference entity or...