An interest rate swap (specifically a LIBOR Function Swap) in which the floating rate is calculated using polynomial equations (e.g.,...

An interest rate swap in which both legs are based on floating rates. One leg is capped, that is, the...

An interest rate swap in which the notional principal amount (NPA) on each payment date is equal to the principal...

A variant of the fixed-for-floating interest rate swap in which the floating rate payer doesn’t pay the periodically observed reference...

A variant of the fixed-for-floating interest rate swap in which the floating-rate payer makes periodic interest payments, whilst the fixed-rate...

An interest rate swap (specifically an amortizing fixed-for-floating rate swap) in which the fixed rate is set above the market...

A combination of an interest rate swap and two binary interest rate options, one of them is a binary cap...

An interest rate swap in which one/ both of its legs is/ are based on the yields of a tax-exempt...

An interest rate swap (IRS) in which one payment leg is linked to a fixed spread over a benchmark rate,...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...