A type of interest rate swap (IRS) in which the floating rate leg is derived from the difference between long...

An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...

It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....

An interest rate swap (IRS) in which the notional principal varies according to a specified schedule. This type of swap...

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 (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...

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...

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