An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...

An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...

An OTC swap which features both a knockout and contingent coupon mechanism. The issuer receives the coupon, whilst the holder...

A range accrual swap in which the observation rate is based on a constant maturity swap (CMS) rate, rather than...

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...

A range accrual swap which confers on one of the parties the right, without the obligation, to terminate the swap...

An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...

An interest rate swap in which interest accrues on one counterparty only on condition that the reference rate is (or...