In forex markets, it refers to the actual forward rate which is used in an outright forward contract. It is…

A swap that entails payment of a fixed-rate on an annual, Act/360 basis by one counterparty against payment (by the...

A swap agreement in which a contingent payment on one leg is linked to a trigger event, such as a…

A commodity-linked swap in which an electricity consumer (the swap buyer) has its electric bill paid by a counterparty (the…

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly…

An abbreviation for forward-forward; a foreign exchange swap (FX swap) that starts (comes into effect) to a certain date in...

A foreign exchange swap (FX swap) that starts (comes into effect) to a certain date in the future. This arrangement...

A clause in a contract, agreement or contractual obligation, such as a swap, whereby it is allowable to terminate the…

A counterparty to a swap agreement that has experienced a termination event such as illegality (change in any law or...

An amortizing swap (an interest rate swap) in which the notional principal is amortized or decreased based on the movement...