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 structured swap which consists of a funding leg and a coupon payment stream, whereby the coupon payment made on...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...

It is an acronym for London Interbank Offered Rate. It is an interbank rate which is used as a benchmark or...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...

The fixed-rate of interest on the fixed-rate leg of an interest rate swap or a currency swap (or any similar structures). More specifically, swap...

A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...