A swap structure which entails the extension or cancelation of the agreement at a specific point in time during the…

Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually default), binary swaps simply specify...

A commodity swap in which the floating rate payment depends on the underlying price of a given commodity falling within...

An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...

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 a fixed rate is exchanged for a floating rate, with the latter being set...