The mechanism by which an interest rate swap with floating rates based on LIBOR typically resets at fixed intervals (such as three months or...

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option to extend or prolong the...

A swap (interest rate swap, cross-currency swap) which initiates or kicks in at a forward start date which coincides with the date at...

A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international money market futures and IMM futures...

One of the most widely used derivatives, which represents an agreement between two parties to exchange cash flows of two...

A swap in which there is a margin above or below LIBOR (a upward or backward margin) on the floating...

Unlike resetting swaps, it is a swap in which the notional principal is constant throughout the life of the swap....

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

The market interest rate which is used (or referred to) to determine the fixed rate leg of a swap. At...

An average of a pay rate (bid rate) and a receive rate (offer rate) in an interest rate swap. A...