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CRIBS

It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…

CRIB Swap

It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…

Quanto Swap

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

Rate Differential Swap

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

Diff Swap

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

Differential Swap

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

Cross Index Basis Swap

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