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Superfloater Interest Rate Swap

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

Superfloater IRS

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

Forward Interest Rate Swap

An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...

Forward-Starting Interest Rate Swap

An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...

IRS Valuation

It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...

CO Swap

It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...

Interest Rate Swap Valuation

A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...

Hara-Kiri Swap

An interest rate swap or a cross currency swap that produces a very low profit rate, if any, for the...

Concertina Swap

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

Forward-Starting IRS

An interest rate swap (IRS) that involves the future exchange of two series of cash flows. This swap allows hedgers...