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Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Back Set Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Back-End Set Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

In-Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Fixed Rate Reset Swap

A type of interest rate swap (IRS) or cross-currency swap (xccy swap) in which the fixed rate leg resets periodically...

Periodic Reset Swap

An interest rate swap (IRS) in which the floating rate leg resets according to a predetermined schedule or a designated...

Window Reset Swap

Originally, a periodic reset swap in which the floating rate payer is allowed to reset the floating rate (LIBOR) at...

Multi-Rate Reset Swap

A swap in which the frequency of reset and payment periods is unusual or non-standard. For example, a multi-rate reset...

Back Stub Period

The last interim (reset) period (stub period) in the life of a floating rate instrument such as interest rate swap...

Front Stub Period

The first interim (reset) period (stub period) in the life of a floating rate instrument such as interest rate swap...