Characteristically, constant maturity swaps have unnatural time lags because a counterparty pays/receives the swap rate only in one payment, rather...

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...

A snowball whose coupon depends on the previous coupon plus the difference between a strike level and the 10-year constant...

A constant maturity option (a floortion on a constant maturity swap) which gives the holder the right to place a...

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...

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...

An interest rate swap in which a swap rate is exchanged for either a fixed rate or a floating rate...