An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

An interest rate swap (or virtually any types of swaps) usually has a spot start date which means two business...

A swap in which the counterparties exchange payments based on a notional principal specified in a portfolio of stocks. It...

A hedging technique (also a type of leapfrogging) which is used to provide cover for a series of exposures such...

An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...

An interest rate swap which involves the exchange of the interest payments based on two different rates (one of them...

An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...

A combination of different types of swaps that aims to spread the risk associated with a sizable financing endeavor. For...

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

An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...