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

An interest rate swap that is entered into today, but it will come into effect at some agreed-upon future date....

A swap in which the frequency of reset and payment periods is unusual or non-standard. For example, a multi-rate reset...

The dollar duration of an interest rate swap is the difference between the dollar duration of the two bond positions...

An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of...

A coupon swap which gives the fixed rate payer the right, without the obligation, to terminate the swap at a...

An ordinary fixed-floating interest rate swap. In this swap, one party pays the fixed rate and the other pays the...

In interest rate swaps and also currency swaps, it is the predetermined money amount on which the interest payments to...

An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...

An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...