A structured swap in which the swap counterparty agrees to adjust the notional principal amount in a fashion that matches…

It stands for floating-rate note; a medium to long-term debt obligation (note) that has its coupon rate linked to some…

An abbreviation for floating-rate collateralized obligation; a collateralized mortgage obligation (CMO) that pays an adjustable rate of interest that is…

The difference between three-month LIBOR and the overnight index swap rate (OIS rate). It is an indication of the amount…

A swap that provided a means to the banks of less developed or underdeveloped countries (such as Mexico, Argentina, etc)…

A perpetual floater which contains a call option given to the issuer. However, if the issuer doesn’t exercise this option…

A collateralized mortgage obligation (CMO) that pays an adjustable rate of interest that is tied to a reference interest rate.…

Another name for a floating rate note (FRN); a medium to long-term debt obligation (note) that has its coupon rate…

A CMO tranche in which the monthly coupon rate is typically set equal to a reference rate such as LIBOR.…

An exchange-traded futures contract on the 3-month LIBOR rate. Each contract controls a notional amount of USD 100,000. Interest on…