An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...
An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the…
An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swap (STIRS) involves the settlement…
A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such…
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...
In forex markets, it refers to the actual forward rate which is used in an outright forward contract. It is…
A forward swap in which a near-date foreign exchange transaction is settled not on a spot basis two days hence…