It stands for currency-protected swap. A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest…
A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest rates in Japan are very…
An equity swap in which one leg is the performance of an equity index and the other leg is the...
It stands for cross-currency basis swap; a floating-for-floating swap that involves exchanging two streams of interest payments each denominated in...
A floating-for-floating swap that involves exchanging two streams of interest payments each denominated in a different currency. In other words,...
A swap which is based on two floating rates of the same currency but with different tenors (e.g., a 6-month...
An interest rate swap in which one/ both of its legs is/ are based on the yields of a tax-exempt...
An amortizing swap in which the notional principal amortizes at a faster pace as interest rates increase. This type of...
An interest rate swap in which two floating rate instruments are exchanged. In other words, the two streams of floating...
A cash-settled swap which is based on the price differential between two over-the-counter commodities (for example, crude oil and gasoline....
