A balance guaranteed swap in which one leg pays LIBOR plus a spread, while the other leg pays the average…

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

The process of breaking up a convertible bond (CB) into two structured products: an asset swap (credit component) and a…

It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…

It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…

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

An index principal swap in which the floating rate leg is based on the treasury bill auction rate (usually the…

It stands for currency-protected swap. A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest…

Though LIBOR rate is the most commonly used floating rate in fixed-for-floating interest rate swaps, other rates also are occasionally…

A swap which is similar to a tesobono swap, but with the collateral being the federal Treasury certificates/ Los Certificados…