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Coupon Frequency

The number of times the exchange of swap coupons (cash flows on both legs) is carried out over the life...

Annual Swap

An inflation-indexed swap where the fixed rate payments are made on an annual basis. That is, an interest rate swap...

Deferred Rate Setting Swap

A fixed-for-floating interest rate swap in which the swap comes into effect immediately at the trade date, but the swap...

Double No Touch Linked Swap

An interest rate swap or a cross-currency swap in which the interest rate payments for the swap buyer (seller) are...

Concertina Swap

An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...

Circus Swap

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

Capped Swap

An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...

Step-Up Swap

An interest rate swap (IRS) in which the fixed-rate payments are increased over the term of the swap and up...

Forward-Starting IRS

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

Lookback Swap

An interest rate swap in which the holder pays the highest floating rate setting during the reset window and receives...