A yield-curve swap which calls for the exchange of the returns from more than one market for the returns from another market. In essence, the combination yield-curve swap is a complex interest rate swap in which one leg is referenced to the performance of a specific rate and the other is based on a combination of two or more rates. For example, an investor may enter such a swap in order to pay the two-year CMS Euro rate and receive two different CMS rates: 50% of the two-year CMS Euro rate plus 50% of the two-year CMS yen rate.