An interest rate swap in which one party is under obligation to make periodic payments to another party based on...

As a volatility derivative, it is an agreement (swap) that entails exchanging the realized volatility between the time of entering...

A swap in which the payer of a given leg agrees to assign the other leg to a third party....

The process of terminating a swap agreement by mutual consent of the parties at an early date before maturity. The...

A group of individuals who run a portfolio of swaps (interest rate swaps) for a financial institution (such as commercial...

A basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long) from a range of cumulative losses of...

The spontaneous purchase and sale of two identical amounts in two different currencies with two different value dates. Differently stated,...

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

A swap that pays the return on a foreign equity investment (like a share of stock) against payment based on...

A swap agreement which is identical to an existing swap, but with opposite parties. In other words, under a reverse...