An interest rate swap in which the fixed rate payment is reset in response to a pre-agreed change in market…

An interest rate swap whereby the notional principal amount (NPA) grows over its time to expiration. Such a swap is…

A swap structure which entails the extension or cancelation of the agreement at a specific point in time during the…

An acronym for debt exchange for common stock. It is a convertible security which constitutes a listed structured product issued…

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...

Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…

A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…

It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…

A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…