The nominal value that is used as a basis for calculation of swap payments over the swap term. Each counterparty's...

An index amortizing swap that is structured in a reversed way so that if the underlying reference rate decreases, the...

A swap which is composed of two financial instruments: one with a fixed return and the other with a variable...

A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...

A swap agreement made between a municipality (a city or town local council) and a financial intermediary, in which the...

An interest rate swap in which the floating rate (LIBOR) is set in advance, rather than in arrears. That is,...

An interest rate swap in which the floating-rate coupon increases in value as the underlying floating rate falls. In essence,...

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined...

A variant on off-market swap in which the fixed rate increases according to a predetermined schedule over the life of...

An interest rate swap in which the fixed-rate payments are reduced over the term of the swap. It is a...