A structured swap in which the swap counterparty agrees to adjust the notional principal amount in a fashion that matches…

An interest rate swap in which both legs are based on floating rates. One leg is capped, that is, the…

A swap that is constructed using add-ons or additional features (e.g., optionality) in order to alter its risk-return profile for...

It stands for a snowball interest rate swap; a structured swap which consists of a funding leg and a coupon...

A structured swap which consists of a funding leg and a coupon payment stream, whereby the coupon payment made on...