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

A form of cross currency swap that entails no exchange of principal in two different currencies at maturity, and only the...

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

A form of cross currency swap that entails no exchange of principal in two different currencies at maturity, and only the...

Swaps are over-the-counter (OTC) agreements that entail the exchange of two types of cash flows according to terms negotiated among the counterparties. They...

An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...

An interest rate swap in general and a type of seasonal swap in particular, in which the tenor can be altered (extended or...

An abbreviation for net present value swap; an interest rate swap in general and a type of seasonal swap in particular, in which the tenor...

An odd or partial period within the life of a swap that doesn't constitute, by itself, a whole settlement period. In...

The floating rate that corresponds to the length of the stub period of a swap. The stub period usually begins on the date...