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Forward FX Swap

A forward swap in which a near-date foreign exchange transaction is settled not on a spot basis two days hence…

Forward CCS

A cross currency swap (CCS) that does not start at the contract date, but rather comes into effect at a...

Forward Cross Currency Swap

A cross currency swap that does not start at the contract date, but rather comes into effect at a certain...

FX Derivative

It stands for foreign currency derivative; a contract/ instrument (a financial derivative) that involves two parties (a seller and a...

Foreign Currency Derivative

A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...

Fixed Strike

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

Flavored Currency Swap

Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…

Fixed-to-Floating Commodity Swap

A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…

FLCDS

It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…

Forward Commencement Swap

A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…