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Non-Standard Swap

A swap that has additional or more complicated features as to a vanilla swap (standard swap). Non-standard swaps are designed...

Forward Swap

An interest rate swap or a cross-currency swap in which payments are delayed till a specified time in the future....

Exotic Swap

A swap that has additional or more complicated features as to a vanilla swap (standard swap). Exotic swaps are designed...

Proxy Swap

An exotic swap in which either of the two legs is (or both are) based on an illiquid index and...

Entropy Swap

An enhanced alternative to a variance swap. In view of the insensitivity of variance swap to the level of the...

Greexotics

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Greexotics (or exotic greeks) measure the sensitivity of...

Exotic Greeks

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Exotic greeks measure the sensitivity of exotic derivatives...