A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swap (STIRS) involves the settlement…

A swap that entails payment of a fixed-rate on an annual, Act/360 basis by one counterparty against payment (by the...

An amortizing swap (an interest rate swap) in which the notional principal is amortized or decreased based on the movement...

A basic interest rate swap whereby a fixed rate is paid for a floating rate in the same currency. In...

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement…

An acronym for short-term interest rate swap. By definition, it is an interest rate swap (IRS) whose maturity doesn't exceed...

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...