A basic interest rate swap whereby a fixed rate is paid for a floating rate in the same currency. In...

Mostly, a commodity swap with an option-like feature where one counterparty receives an above-market fixed rate and pays the at-market...

A swap that combines two offsetting credit default swaps (CDS): a regular CDS and a CMCDS (constant maturity credit default...

An option that allows the holder to enter into a participating swap. In other words, the holder has the right...

A swap which allows one of the counterparties to participate in favorable movements in the underlying rate/price, while giving that...

A bizarre swap transaction (a proprietary leveraged rate swap) that was entered into between Bankers Trust (BT) and Procter &...

A reduction in the notional principal of a derivative contract, like a swap. For example, a party to an interest rate swap with a $10 million notional...

An equity swap where one party periodically pays a fixed amount and receives an amount based on the performance of a basket...

The delta value of a derivative or a position multiplied by the notional principal. It is the delta hedge of a derivative position expressed in dollars. This...

The change in the value of credit default swap (CDS) in reaction to a one basis point increase in the...