It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...

A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...

Abbreviation for swap transferring risk with participating element; a hedging tool that combines an interest rate swap with a participating...

An interest rate swap or cross-currency swap which is not matched by an offsetting/ mirror swap or other financial asset...

An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...

An interest-rate swap in which a fixed rate is exchanged for a floating rate, where the fixed payment stream is...

An interest rate swap that is based on the structure of TIPS securities. This swap pays a periodic fixed rate...

An interest rate swap or a cross currency swap that produces a very low profit rate, if any, for the...

A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...

The average increase per unit of time in a stochastic variable. Typically, the drift cannot be detected amid all the...