An equity-based swap under which one counterparty pays the total performance of a particular share of stock or basket of...

A floater whose coupon rate is typically the difference between two reference rates plus (or minus) a fixed percentage (quoted...

An interest rate swap in which the floating rate (LIBOR) is set in advance, rather than in arrears. That is,...

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined...

It stands for London Interbank Offered Rate. It is the rate of interest at which AA-rated banks borrowed large amounts...

The fixed rate on a single-currency, fixed-notional interest rate swap that has its floating-rate leg referenced to LIBOR with no...

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

The flat yield spread that is required to reprice a floating rate security (floater, floating-rate bond, etc.) to par. It...

A debt instrument (such as a bond, note, etc) in which the coupon rate depends on some multiple of the...

An acronym for cross-currency cross-index basis swap; A cross-currency swap in which one party pays a floating rate (LIBOR) denominated...