In relation to a premium swap, it is a compensation that the fixed-rate payer is obliged to pay the other...

An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...

It stands for year-on-year swap; an inflation-indexed swap where the fixed rate payments are made on an annual basis. That...

An inflation-indexed swap where the fixed rate payments are made on an annual basis. That is, an interest rate swap...

A warrant with an embedded provision giving the purchaser the right to designate it as either a call or a...

An option whose underlying is any point of a yield curve that is located between two specified points on that...

A basis swap in which the reference rates on which are based the two interest payment legs are set at...

A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...

A trading in which the underlying is the yield curve. Traders and investors use various strategies to buy the interest...

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