A short form of out-of-the-money swap; a swap in which the present value of the net fixed-rate payments exceeds the net...

A swap in which the present value of the net fixed-rate payments exceeds the net present value of the net floating-rate receipts...

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option to extend or prolong the...

A swap (interest rate swap, cross-currency swap) which initiates or kicks in at a forward start date which coincides with the date at...

A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international money market futures and IMM futures...

One of the most widely used derivatives, which represents an agreement between two parties to exchange cash flows of two...

A swap in which there is a margin above or below LIBOR (a upward or backward margin) on the floating...

Unlike resetting swaps, it is a swap in which the notional principal is constant throughout the life of the swap....

An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...