Filter by Categories
Accounting
Banking

Lookback Swap

An interest rate swap in which the holder pays the highest floating rate setting during the reset window and receives...

Corridor Swap

An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...

Base Rate Swap

An interest rate swap which involves the exchange of the interest payments based on two different rates (one of them...

Binary Coupon Accrual Swap

An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...

Incremental Floating Swap

An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...

Incremental Fixed Swap

An interest rate swap in which the fixed rate leg is only payable on a specific percentage of its notional...

LIBOR-In-Advance Swap

An interest rate swap in which the floating rate (LIBOR) is set in advance, rather than in arrears. That is,...

LIBOR-In-Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined...

LIBOR-Squared Swap

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

Prepaid Interest Rate Swap

An interest rate swap in which one party is under obligation to make periodic payments to another party based on...