An interest rate swap in which there is, in contrast to a regular swap (vanilla swap), no dependency between its…
A swap which imitates the characteristics of a super floater bond for the construction of the floating rate leg. The...
An interest rate swap whose maturity doesn't exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement of...
An interest rate swap with an additional feature of a knock-out (KO) barrier. In other words, a knock-out swap terminates...
An interest rate swap in which an embedded collar (cap and floor) is placed on the floating rate payment. In...
An interest rate swap that entails the payment of a fixed amount on a certain percentage of the notional amount,...
A swap which combines an interest rate swap and a swaption on double the notional principal amount (NPA) of the...
An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...
A hybrid swap which combines a commodity swap with an interest rate swap. In this swap, a floating rate (such...
A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...