A process of terminating a swap by marking it to market and calculating its value in order to determine which...

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

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

A part of the current accounting year that has passed away or is reportable for the time being. In many...

An odd or partial period within the life of a swap that doesn't constitute, by itself, a whole settlement period. In...