An interest rate swap that has two legs: 1) LIBOR-pay, prime-receive and 2) prime-pay, LIBOR receive. In other words, the...

A type of interest rate swap in which the floating rate leg is derived from the difference between long and...

An interest rate swap that allows a floating rate borrower to transform a floating-rate liability into a fixed-rate obligation or...

A swap that allows investors to change the nature of their liabilities. It involves the exchange of payments on one...

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...

An interest rate swap that grants the fixed rate payer (or also the floating rate payer) the right to terminate...

An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...

An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...

It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...