A swap agreement that relates a vanilla currency swap to a credit event. Once that credit event occurs, the swap...

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

In interest rate swaps and also currency swaps, it is the predetermined money amount on which the interest payments to...

It stands for principal-only swap; a type of currency swaps which involves the exchange of principal between two currencies. In...

A type of currency swaps which involves the exchange of principal between two currencies. In other words, under this swap...

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

A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....

A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....

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

A combination of an inverse floater and a principal currency swap which is designed to hedge a direct exposure to...