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Banking

Double No Touch Linked Swap

An interest rate swap or a cross-currency swap in which the interest rate payments for the swap buyer (seller) are...

Differential Swaption

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

Circus Option

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

Circus Swap

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

Flip Swap

A single currency swap or a cross currency swap in which the client receives a fixed or floating interest rate...

Cross-Currency Inflation-Indexed Swap

An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...

Wrong-Way-Around Swap

A cross-currency swap in which the bank sponsor/ arranger pays a soft currency (such as Korean Won, Thai Baht, etc)...

Foreign Exchange Swap

The spontaneous purchase and sale of two identical amounts in two different currencies with two different value dates. Differently stated,...

Wrong-Way-Around Swap

A cross-currency swap in which the bank sponsor/ arranger pays a soft currency (such as Korean Won, Thai Baht, etc)...

Back-To-Back Swap

A combination of two swaps, namely two cross-currency swaps or two interest rate swaps for the purpose of effectively extending...