A temperature derivative in which the weather index buyer and the weather index seller agree to exchange payment obligations contingent...

A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...

Unlike standard credit default swaps which require a valuation following a credit event (usually default), digital swaps simply specify payment...

An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...

An interest rate swap (IRS) in which the fixed-rate payments are increased over the term of the swap and up...

It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...

A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off...

An asset swap whose underlying is a convertible bond. In terms of composition, it is a combination of an asset...

An interest rate swap (IRS) that involves the future exchange of two series of cash flows. This swap allows hedgers...

An interest rate swap in which the holder pays the highest floating rate setting during the reset window and receives...