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Dynamic Portfolio Swap

A credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may change the actual composition of...

Escalating Rate Swap

A variant on an off-market swap in which the fixed rate increases according to a predetermined schedule over the life…

Deferred Start Swap

A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…

Non-Deliverable Xccy Swap

It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...

Destructured Asset Swap

An asset swap that is combined with a structured note. The swap is effectively used to convert the note into…

Non-Deliverable Cross Currency Swap

A swap agreement (cross currency swap, XCS) that is entered into, and between, two parties to exchange a stream of...

Non-Deliverable XCS

It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...

ND-XCS

It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...

Drop-Lock Swap

An interest rate swap in which the fixed rate payment is reset in response to a pre-agreed change in market…

Drawdown Swap

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