The nominal value or face value of a financial instrument, on which payment of interest or payoff is based and...

An interest rate swap whereby the notional principal amount (NPA) grows over its time to expiration. Such a swap is…

Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…

An interest rate swap (IRS) in which the fixed-rate payments are increased over the term of the swap and up...

A swap whose notional principal amount (NPA) doesn't vary over its tenor. Each cashflow is calculated using a constant notional...

An interest rate cap in which the successive caplets cover decreasing notional principal amounts. In other words, the notional principal...

The nominal value that is used to calculate swap payments. For example, in an interest rate swap, each period's interest rates are...

An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...

An interest rate collar (collar - collar option) which covers notional principal amounts (NPAs) decreasing on a scheduled basis. Amortization...

An interest rate swap whose notional principal amount (NPA) declines over its life according to a specific amortization schedule. The...