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Tranche Coupon Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche…

Tranche Premium Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...

Tranche Protection Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...

Tranche Default Leg

One of the two legs of a tranche (vanilla tranche/ plain vanilla tranche), with the other one being a tranche...

KI Swaption

It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…

Securities Leg of Repo

The securities leg of a repo transaction is that part relating the securities posted as collateral against the loan (the...

Start Leg of a Repo

A repo leg that involves the delivery of collateral assets/ repo collateral (securities) against payment of an amount of money...

Opening Leg of a Repo

A repo leg that involves the delivery of collateral assets/ repo collateral (securities) against payment of an amount of money...

Front Leg of a Repo

A repo leg that involves the delivery of collateral assets/ repo collateral (securities) against payment of an amount of money...

Repo Leg

One of the two legs on which a repo transaction is set up. A repo is the sale of a...