A swap structure which entails the extension or cancelation of the agreement at a specific point in time during the…
In the U.K, it is used to refer to a bond swap. It is a trade that involves the sale...
Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…
A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…
A swap that provided a means to the banks of less developed or underdeveloped countries (such as Mexico, Argentina, etc)…
Previously known as bookout, it refers to the closing out of a swap transaction, whereby the net debtor’s pays the…
In relation to a premium swap, it is a compensation that the fixed-rate payer is obliged to pay the other...
A type of callable LIBOR exotic in which the underlying instrument is a plain-vanilla fixed-for-floating swap. Therefore, the coupon at…
