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Equity Swap

A swap in which the counterparties exchange payments based on a notional principal specified in a portfolio of stocks. It...

Quanto Equity Swap

A swap that pays the return on a foreign equity investment (like a share of stock) against payment based on...

Price Return Equity Swap

A total return swap in which dividends are not passed through to the buyer. More specifically, one party-the equity swap...

Asset Allocation Swap

An equity swap in which the equity return is linked to whichever is higher of two equity indices. For example,...

Rainbow Swap

Also a blended swap. It is a combination of two or more swaps. For instance, a blended interest rate swap...

Rainbow Equity Swap

A blended equity swap that involves many equity indexes from different countries or geographical locations. This swap is a combination...

ELN

It stands for equity-linked note; a structured equity derivative product that capitalizes on the performances of a fixed-income instrument and...

Equity-Linked Note

A structured equity derivative product that capitalizes on the performances of a fixed-income instrument and some underlying equity. This note...

Equity-Linked Swap

A swap agreement, similar to an interest rate swap, in which one leg is pegged to the performance of a...

Outperformance Swap

A variant on equity-linked swap in which the equity leg is linked to the larger of the total returns on at least...