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Cross-Currency Inflation-Indexed Swap

An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...

Booking a Swap

The process of entering into a swap by a swap dealer. The swap in question is said to have become...

Tailored Swap

Any type of changing notional principal swaps which are essentially designed to meet the financing or foreign exchange needs of...

Partial Fill Plus Option

A type of commodity derivative that constitutes a swap agreement entailing the exchange of an off-market high fixed rate for...

One-Touch Accrual Swap

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

Binary Accrual Swap

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

FTD Basket Default Swap

A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...

Trigger Swap

A swap which allows one of the counterparties to lock in the spread between two different points on a particular...

Vol-Vol

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

Total Return Inflation Swap

A total return swap which has inflation total return as underlying. It entails the exchange of inflation total return for...