In general, it is the price of a swap- i.e., the amount paid by the swap buyer to the swap...

An interest rate swap by which the counterparties agree to an interest rate that differs from the prevailing market rates....

A practice whereby an intermediary enters into one side of the swap transaction, such as fixed rate payer (or floating...

A measure of a swap's value sensitivity to interest rate changes. The duration of a swap is equal to the...

It stands for notional principal amount; the nominal value that is used to calculate swap payments. For example, in an...

The nominal value that is used to calculate swap payments. For example, in an interest rate swap, each period's interest...

An interest rate swap in which one leg is pegged to a floating index, e.g., 3-month LIBOR, while the other...

Also a vanilla swap. It is a standard swap structure in which swaps have generic or well-defined features, especially in...

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined...

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