A swap in which the floating rate payments are inversely proportional to interest rate movements. The swap structure consists of...

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

A variation of collateralized debt obligations (CDOs) in which the exposure to the default swap is divided into tranches (small...

A swap in which the floating rate payments are inversely proportional to interest rate movements. The swap structure consists of...

A swap that varies in notional principal, rate or spread periodically to mimic predictably variable cashflows. As such, all notional,...

A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international...

An agreement to exchange the realized variance rate between the time of entering into the agreement and expiration date, based...

A total return swap in which dividends are not passed through to the buyer. More specifically, one party-the equity swap...

A swap that comes into effect two business days from its trade date. The value date of a spot start...

A semi-fixed swap which allows oil consumers to swap into a lower rate if prices go below a specific trigger...