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Double Rate Corridor Swap

A combination of an interest rate swap and two binary interest rate options, one of them is a binary cap...

Corridor Swap

An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...

Wedding Band Swap

An interest rate swap which relatively limits payment on its floating-rate leg if an index or reference rate remains within...

Range Accrual Swap

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...