An interim (reset) period at the beginning (front stub period) or end (back stub period) of a floating rate instrument...

The nominal value that is used to calculate swap payments. For example, in an interest rate swap, each period's interest rates are...

It stands for a snowball interest rate swap; a structured swap which consists of a funding leg and a coupon...

A party to an interest rate swap who makes, to a fixed rate payer, variable (floating) interest rate payments based...

A party to an interest rate swap in which payment is based on a swap rate or the coupon rate...

A basic interest rate swap whereby a fixed rate is paid for a floating rate in the same currency. In...

An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

An agreement where one party pays the other a fixed spread (a number of basis points) between the nearby, expiring...