A combination of two swaps or more. For instance, a blended interest rate swap is a combination of at least...

An interest rate swap or cross-currency swap which is not matched by an offsetting/ mirror swap or other financial asset...

The swap spread which results from two floating rate indexes (e.g., LIBOR ) in different currencies. This occurs when a...

An interest rate swap whereby two floating rate payments in the same or different currencies are exchanged. A premium or...

An inflation -indexed swap which is established on the same notional principal amount for both legs, but with different payout...

An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...

An interest-rate swap in which a fixed rate is exchanged for a floating rate, where the fixed payment stream is...

An abbreviation for asset swapped convertible option transaction; this structure combines both an option and an asset swap. In other...

A credit default swap on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...

An interest rate swap that is based on the structure of TIPS securities. This swap pays a periodic fixed rate...