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General Swap 

An interest rate swap in which there is, in contrast to a regular swap (vanilla swap), no dependency between its…

Super Floater Swap

A swap which imitates the characteristics of a super floater bond for the construction of the floating rate leg. The...

Short Term Interest Rate Swap

An interest rate swap whose maturity doesn't exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement of...

KO Swap

An interest rate swap with an additional feature of a knock-out (KO) barrier. In other words, a knock-out swap terminates...

Floor-Ceiling Swap

An interest rate swap in which an embedded collar (cap and floor) is placed on the floating rate payment. In...

Self-Regulating Swap

An interest rate swap that entails the payment of a fixed amount on a certain percentage of the notional amount,...

Reversible Swap

A swap which combines an interest rate swap and a swaption on double the notional principal amount (NPA) of the...

Fairway Swap

An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...

Commodity-Linked Interest Rate Swap

A hybrid swap which combines a commodity swap with an interest rate swap. In this swap, a floating rate (such...

Curve Steepener

A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...