Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…

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

A long-term swap agreement between two parties to exchange two different sets of cash flows for a minimum of time...

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

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

One payment/ trade of a series of swap payments or forward rate agreement (FRA) trades. Each swaplet starts when the...

The lifetime of a swap at the end of which parties to the swap no longer pay obligations since it ceases to...