A floating-rate note (FRN) in which the periodic coupon depends on the performance of some embedded option with an underlying...

An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of...

A coupon swap which gives the fixed rate payer the right, without the obligation, to terminate the swap at a...

An ordinary fixed-floating interest rate swap. In this swap, one party pays the fixed rate and the other pays the...

A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...

A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off...

An OTC swap which features both a knockout and contingent coupon mechanism. The issuer receives the coupon, whilst the holder...

A fixed-for-floating interest rate swap which comprises a call option granting one counterparty the right to make periodic payments in...

A variant on off-market swap in which the fixed rate increases according to a predetermined schedule over the life of...

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with...