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

An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...

An interest rate swap which relatively limits payment on its floating-rate leg if an index or reference rate remains within...

A swap which has a warrant attached thereto, and whereby a counterparty can increase the notional amount of the swap...

A cross-currency swap in which the bank sponsor/ arranger pays a soft currency (such as Korean Won, Thai Baht, etc)...

A swap which is typically used to hedge the risk associated with the issuance of a dual currency bond. It...

A fixed-for-floating interest rate swap which comprises a call option granting one counterparty the right to make periodic payments in...

It stands for swap notional principal amount; the nominal value that is used as a basis for calculation of swap...

The fixed and floating payments that are exchanged by the two counterparties to a swap. The fixed payment is made...