A credit default swap (a type of default swap) in which the reference obligation consists of a basket of obligations...

A basket credit default swap in which the protection seller is obliged to make contingent payments to the protection buyer...

A basket default swap whereby a payout by the protection seller is triggered only following a second default from among...

A floating-for-floating swap whose first floating rate leg is derived from the returns on a basket of underlying assets, such as equities, commodities, bonds, or even swaps. The...