It stands for relative performance total return swap; a swap in which one counterparty makes a fixed payment to the...

A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...

A credit derivative that is based on a credit spread as observed from market spread levels, for the purpose of...

A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...

A swap that combines two offsetting credit default swaps (CDS): a regular CDS and a CMCDS (constant maturity credit default...