Filter by Categories
Accounting
Banking

OTC IRS

An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...

STM IRS

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

STM Interest Rate Swap

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

OTC Interest Rate Swap

An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...

Setup Coupon Swap

An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the…

Short Term IRS

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swap (STIRS) involves the settlement…

Xccy Swap

A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such…

Floating Price

The floating price that is paid on a fixed-for-floating or floating-for-floating swap or a floating-price cash market transaction. The floating...

Forward Outright Rate

In forex markets, it refers to the actual forward rate which is used in an outright forward contract. It is…

Forward FX Swap

A forward swap in which a near-date foreign exchange transaction is settled not on a spot basis two days hence…