A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international...

Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...

An interest rate swap that entails the exchange of a fixed rate for floating rate, where the floating leg is...

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

An option combination that longs a stock and shorts a call (long stock + short call) so the investor can...

The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: Matched...

An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...

A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...

A swap in which one leg is covered by an underlying bond or note with identical, but offsetting, terms and...

A technical analysis tool that is used to determine the point at which the maximum loss on an option contract...