A swap which entails the exchange of the total rate of return of a bond market, or a segment within...
A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...
A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...
A credit derivative (swap) in which the total return on a reference obligation such as a corporate bond (or an...
An equity-based swap under which one counterparty pays the total performance of a particular share of stock or basket of...
An offshore (cross-border) derivative operation which was originally used by local banks in Mexico as a means of leveraging Tesobono...
A combination of different types of swaps that aims to spread the risk associated with a sizable financing endeavor. For...
An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...
An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...
An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...