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Flippable Cross Currency Swap

A combination of a cross-currency swap with a swaption (swap option). This swap confers on the holder (i.e., the buyer)...

Islamic Cross-Currency Swap

A shari'a-compliant adaptation of the conventional cross-currency swap. This structure applies the mode of tawarruq (Islamic monetization or tripartite resale)....

Forex Swap

The spontaneous purchase and sale (swap) of two identical amounts in two different currencies with two different value dates. Differently...

Cross-Currency Swap

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

Naked Swap

An interest rate swap or cross-currency swap which is not matched by an offsetting/ mirror swap or other financial asset...

Hara-Kiri Swap

An interest rate swap or a cross currency swap that produces a very low profit rate, if any, for the...

Cross Index Swap

A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...

Cross-Currency Cross-Index Basis Swap

A cross-currency swap in which one party pays a floating rate (LIBOR) denominated in a base currency, while the other...

Cross-Currency Swaption

A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

Currency Coupon Swap

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