A variant on off-market swap in which the fixed rate increases according to a predetermined schedule over the life of...

A cap structure that limits interest payment increase to a specific amount (called a jump) at each date the underlying...

An interest rate swap in which the fixed-rate payments are reduced over the term of the swap. It is a...

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

The premium differential (CDS premium) between credit default swaps (CDS) that have the same sovereign debt  but differ in term...

A swap in which the payer of a given leg agrees to assign the other leg to a third party....

The process of terminating a swap agreement by mutual consent of the parties at an early date before maturity. The...

A group of individuals who run a portfolio of swaps (interest rate swaps) for a financial institution (such as commercial...

An option which allows the holder to trade the underlying market with limited downside in return for a given premium....