A swap that comes into effect two business days from its trade date. The value date of a spot start...

A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains below a...

A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains above a...

A variance swap that allows investors to take exposure on a specific level of volatility provided that the underlying has...

A swap in which the counterparties exchange payments based on a notional principal specified in a portfolio of stocks. It...

The risk that a counterparty to a swap will not make a due payment on a specific reset day. Differently...

An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...

A swap whose tenor is less than two years. That implies that the fixed and floating rates have a maturity...

An interest rate swap which involves the exchange of the interest payments based on two different rates (one of them...

A balance guaranteed swap that is mainly used in cross-currency transactions whereby the coupons on one leg of the swap...