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 constant maturity swap (either fixed/ floating or floating/ floating) in which the yield on a treasury bond (sovereign debt)...

A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

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...