A swap whose tenor is less than two years. That implies that the fixed and floating rates have a maturity...

A range accrual swap which confers on one of the parties the right, without the obligation, to terminate the swap...

A practice whereby an intermediary enters into one side of the swap transaction, such as a fixed rate payer (or...

A hybrid derivative instrument that is used by investors willing to bet on rising rates in a binary (digital) fashion....

A snowball swap which has an automatic redemption feature added to it. This swap can be terminated upon a TARN...

The amount of interest paid annually on a bond or note expressed as a percentage of its face or par...

The fixed-rate of interest on the fixed-rate leg of an interest rate swap or a currency swap (or any similar structures). More specifically, swap...