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Relative Return Swap

An asset swap which pays at a series of pre-determined dates (fixings) the relative performance observed between the current underlying...

ARS

It stands for absolute return swap; an asset swap in which the payoff is made at a set of prespecified...

Equity Asset Allocation Swap

A combination of an equity swap and an asset swap whereby one party pays the returns generated by a specific...

Par Asset Swap Spread

The spread over LIBOR (or generally a floating rate) that is paid on the floating leg of an asset swap...

Callable Convertible Bond Asset Swap

An asset swap which has a callable convertible bond as underlying. The underlying convertible bond is associated with a credit...

Callable Asset Swap

An asset swap in which the seller retains a call option on the underlying floating-rate or fixed-rate asset. This option...

Absolute Return Swap

An asset swap in which the payoff is made at a set of prespecified dates, where it is determined in...

Put Asset Swaption

An asset swaption that gives the holder the right, without the obligation, to sell an asset swap package with a...

Asset Swap Option

An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

Asset Swapped Convertible Option Transaction

A financial structure that combines both an option and an asset swap. In other words, it is an option on...