The dollar value of a basis point for a swap dealer's entire bucket cash flow. A cash flow bucket typically...

A swap that automatically terminates with one counterparty of which having to make no further payments if the other counterparty...

An equity-linked swap that automatically terminates on the earlier of two dates: the settlement date relating to the observation date...

A single currency swap or a cross currency swap in which the client receives a fixed or floating interest rate...

A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...

An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

An over-the-counter swap where two counterparties exchange a stream of future cash flows at set dates in the future over...

An over-the-counter (OTC) swap that is cash-settled based on the settlement price of a similar exchange-traded futures contract on a...

A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...

A long-term swap agreement between two parties to exchange two different sets of cash flows for a minimum of time...