An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

An ordinary fixed-floating interest rate swap. In this swap, one party pays the fixed rate and the other pays the...

An interest rate swap (specifically an off-market swap) where one or both of the assets underlying the swap sell/sells at...

A vanilla swap which has a zero net present value (NPV). That is, it involves no initial exchange of notional principal. More specifically, the present...

An asset swap package where an investor pays par (100%) to an asset swap seller for a particular fixed-coupon bond issued by...

An asset swap in which one counterparty delivers a risky asset (bond, floater, etc) to the other in return for par value. In other words, one...