A combination of two swaps, namely two cross-currency swaps or two interest rate swaps for the purpose of effectively extending...

An interest rate swap that entails the exchange of a fixed rate for floating rate, where the floating leg is...

The interest payment of a swap is determined based on compounding according to a specific day count convention (such as...

The difference between the fixed rate leg of an interest rate swap and the yield of a treasury security with...

An interest rate swap (fixed for floating rate swap) in which the floating rate is calculated by raising the LIBOR...

A futures contract which typically has an interest rate swap as underlying. It offers an instrumental tool for corporate treasurers,...

An interest rate swap in which two counterparties exchange their credit comparative advantages (in terms of credit rating or creditworthiness)...

A derivative contract that allows a market participant to enter into an interest rate swap (IRS) at a preset spread...

The last interim (reset) period (stub period) in the life of a floating rate instrument such as interest rate swap...

The first interim (reset) period (stub period) in the life of a floating rate instrument such as interest rate swap...