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Total Rate of Return Bond Swap

A swap which entails the exchange of the total rate of return of a bond market, or a segment within...

Total Return Mortgage Index Swap

A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...

Total Return Swap

A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...

Total Rate of Return Swap

A credit derivative (swap) in which the total return on a reference obligation such as a corporate bond (or an...

Total Performance Swap

An equity-based swap under which one counterparty pays the total performance of a particular share of stock or basket of...

Tesobono Swap

An offshore (cross-border) derivative operation which was originally used by local banks in Mexico as a means of leveraging Tesobono...

Cocktail Swap

A combination of different types of swaps that aims to spread the risk associated with a sizable financing endeavor. For...

Binary Swap

An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...

Asset Basket Swap

An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...

Incremental Floating Swap

An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...