A forward swap in which a near-date foreign exchange transaction is settled not on a spot basis two days hence…
A cross currency swap (CCS) that does not start at the contract date, but rather comes into effect at a...
A cross currency swap that does not start at the contract date, but rather comes into effect at a certain...
It stands for foreign currency derivative; a contract/ instrument (a financial derivative) that involves two parties (a seller and a...
A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...
With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...
Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…
A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…