The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...

It stands for banker's acceptance swap; an interest rate swap in which a banker’s acceptance rate is the floating rate....

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

A swap (coupon-currency swap) that combines a spot foreign exchange with an offsetting long-term currency forward exchange transaction (FXA). With...

A swap spread that is created synthetically by buying (selling) on-the-run Treasuries (cash) and selling (buying) the DV01 equivalent of...

A cap which is placed on the payment of one or both counterparties to a volatility swap. This cap usually...

A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...

A short form for municipal swap; an interest rate swap in which one counterparty (an investor) exchanges a municipal index...

A credit default swap (CDS) in which the underlying is a syndicated secured loan rather than corporate or sovereign bonds,...

An interest rate swap in which one counterparty (an investor) exchanges a municipal index yield for a percentage of a...