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Callable CDS

A variant on cancellable credit default swap (cancellable CDS) where the protection buyer has the right to unwind the swap...

Coal Swap

A commodity swap which entails the exchange of a fixed coal price for a floating coal price. For example, a...

Unwind Tranche

For large unwinds (e.g. $100 million or more), a swap transaction can be sliced up into several pieces (tranches) either...

Vanilla Swap

A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...

Plain Vanilla Swap

A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...

Naked Credit Default Swap

A credit default swap (CDS) in which the buyer doesn’t own, or has a long position in, the underlying corporate...

Macroeconomic Swap

A swap that ties the floating rate leg to a macroeconomic variable or reference index such as the growth rate...

Callable Credit Default Swap

A variant on cancellable credit default swap where the protection buyer has the right to unwind the swap contract at...

Forward CDS

A credit default swap (CDS) which comes into life at some future start date, provided that no default event occurs...

Islamic Credit Default Swap

A credit default swap (CDS) that is structured to be permissible by shari'ah. It is based on some shari'ah-compliant underlyings...