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CTS

It stands for conditional trigger swap; a trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance...

Conditional Trigger Swap

A trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance of a specific equity and interest...

Warehousing

The act of managing a portfolio of a specific type of financial instrument/ product. For example, warehousing of swaps refers...

Running a Book

The act of managing a portfolio of a specific type of financial instrument/ product. For example, running a book of...

Coupon PVBP of a Swap

The present value (PV) of the change in the value of a swap that results from to a one basis...

Coupon PV01 of a Swap

The present value (PV) of the change in the value of a swap that results from to a one basis...

Swap Coupon PVBP

The present value (PV) of the change in the value of a swap that results from to a one basis...

Swap Coupon PV01

The present value (PV) of the change in the value of a swap that results from to a one basis...

Plain Vanilla Swap

A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...

Coupon Frequency

The number of times the exchange of swap coupons (cash flows on both legs) is carried out over the life...