A party to an interest rate swap who makes, to a fixed rate payer, variable (floating) interest rate payments based...

A party to an interest rate swap in which payment is based on a swap rate or the coupon rate...

A basic interest rate swap whereby a fixed rate is paid for a floating rate in the same currency. In...

A modification of the flexible cap. It combines the features of a flexible cap and a chooser cap. More specifically,...

An interest rate swap giving the holder the option to choose to enter into either a receiver swap or a...

An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...

An interest rate swap whose notional principal amount (NPA) declines over its life according to a specific amortization schedule. The...

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

An agreement where one party pays the other a fixed spread (a number of basis points) between the nearby, expiring...