Filter by Categories
Accounting
Banking

CMS Range Accrual Swap

A range accrual swap in which the observation rate is based on a constant maturity swap (CMS) rate, rather than...

Callable Range Accrual Swap

A range accrual swap which confers on one of the parties the right, without the obligation, to terminate the swap...

Range Accrual Swap

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...

Corridor Accrual Swap

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...