It stands for conditional trigger swap; a trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance...
A trigger swap (a hybrid derivative/ hybrid product) that capitalizes on a combined performance of a specific equity and interest...
The act of managing a portfolio of a specific type of financial instrument/ product. For example, warehousing of swaps refers...
The act of managing a portfolio of a specific type of financial instrument/ product. For example, running a book of...
The present value (PV) of the change in the value of a swap that results from to a one basis...
The present value (PV) of the change in the value of a swap that results from to a one basis...
The present value (PV) of the change in the value of a swap that results from to a one basis...
The present value (PV) of the change in the value of a swap that results from to a one basis...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
The number of times the exchange of swap coupons (cash flows on both legs) is carried out over the life...