It stands for fully funded swap; a swap in which the investor "fully" pays an upfront amount (funding) in return...
A swap in which the investor "fully" pays an upfront amount (funding) in return for the total return of a...
A swap in which the investor pays an upfront amount (funding) in return for the total return of a reference...
It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...
A credit derivative in which the underlying is a portfolio of credit names (credit portfolios). This type of derivatives is...
A credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may change the actual composition of...
It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…
A credit derivative that has a set of tranches as underlying credit. The the holder receives a spread payment in...
An swap agreement which is entered into by two counterparties, a buyer and seller of credit protection, and whereby the...
A credit derivative (specifically, a hybrid credit derivative) that entails the exchange (swapping) of two different legs of payment, one...