A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
A basket credit default swap that pays off on the condition that any of the reference entities defaults. As such,...
The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...
A swap to whose underlying interest rate index (usually LIBOR) the so-called quantization techniques are applied. In other words, this...
The number of times the exchange of swap coupons (cash flows on both legs) is carried out over the life...
An inflation-indexed swap where the fixed rate payments are made on an annual basis. That is, an interest rate swap...
A callable swap that can be cancelled only on a single pre-determined date in the future. This swap gives the...
A credit default swap (CDS) transaction which has as underlying a bond such as an asset-back security (ABS) or a...
It also stands for pay-as-you-go CDS. A credit default swap (CDS) transaction which has as underlying a bond such as...
