A swap in which the nominal principal increases over the life of the swap. The accreting swap is used mostly...

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with...

An interest rate swap or currency swap that has a net present value of zero (NPV=0). Generally, the two legs...

An interest rate swap that is subject to interest rate cap in which the fixed-rate payer pays the at-market rate...

A type of interest rate swap (IRS) or cross-currency swap (xccy swap) in which the fixed rate leg resets periodically...

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...

A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...