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

It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....

With respect to option contracts and other types of derivatives, it refers to the feature allowing the holder (the long)...

The combination of a fixed-rate bond and an interest rate swap (IRS), structured such that the total cost to the...

A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....

An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...

An interest rate swap which is entered into to terminate a counterparty’s position in another interest rate swap. For a...

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

An interest rate swap (IRS) in which the notional principal varies according to a specified schedule. This type of swap...

A swap whereby two counterparties agree to exchange interest payments based on two interest rates and denominated in two different...