A variable interest rate on one or two legs of a swap. This rate changes or floats every time the...
An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…
An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…
It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
An interest rate swap in which a fixed rate is exchanged into a low, off-market floating rate linked to a…
An interest rate futures contract in which the underlying is typically the three-month interest rate on a floating rate such as LIBOR, EURIBOR, etc. Some firms…
A certificate of deposit (CD) that pays a floating interest rate. In other words, the rate is afloat, adjusting upward...
A financial security whose coupon rate is not fixed over its life. The coupon payments reset periodically according to a...
A convertible bond in which the conversion price is not predetermined but is kept floating. This bond converts into the...
