A credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may change the actual composition of...
A variant on an off-market swap in which the fixed rate increases according to a predetermined schedule over the life…
A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…
It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...
An asset swap that is combined with a structured note. The swap is effectively used to convert the note into…
A swap agreement (cross currency swap, XCS) that is entered into, and between, two parties to exchange a stream of...
It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...
It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...
An interest rate swap in which the fixed rate payment is reset in response to a pre-agreed change in market…
An interest rate swap whereby the notional principal amount (NPA) grows over its time to expiration. Such a swap is…