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LIBOR-Squared Swap

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

Inverted Curve Enhancement Swap

An interest rate swap that places a minimum level (floor) under the floating rate in consideration for a larger fixed...

Callable Range Accrual Swap

A range accrual swap which confers on one of the parties the right, without the obligation, to terminate the swap...

Multi-Name Credit Default Swaption

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

Contingent Swap

A swap agreement that kicks in or activates only upon the occurrence of a specified event, whether firm-specific (like mergers...

Multi-Currency Credit Default Swap

A credit default swap (CDS) that is traded in multiple currencies, i.e., protection, in case of default, is paid by...

Quanto Default Swap

A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are...

Sovereign CDS

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

Sovereign Credit Default Swap

A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...

Ratchet Swap

A interest rate swap (fixed rate for floating rate or fixed-for-floating swap) whereby the fixed rate leg can be modified...