An interest rate swap (pay fixed, receive floating) whose notional value adjusts according to rising interest rates by linking the…

A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...

A multi-currency derivative (a quanto rate exotic) that constitutes a constant maturity swap (CMS) in which the floating leg is...

A structured product (specifically, a CMS-related financial product) in which the investors receive coupon payments linked to an CMS rate...

A total return index swap (TRIS) where one leg is based on a CMS return index and the other is...

A total return index swap where one leg is based on a CMS return index and the other is either...

An abbreviated form for constant maturity treasury rate; an interest rate benchmark that provides the yield of a synthetic security...

A financial derivative whose payoff depends on the spread (constant maturity swap spread) between two swap rates of different maturities...

A range accrual note (RAN) that is a structured in such a way that the coupon is linked to the...

A range accrual note (RAN) that is a structured in such a way that the coupon is linked to the...