The simultaneous purchase and sale of an identical amount of one currency (base currency) for another (foreign currency) with two...

An interest rate swap (specifically, an off-market swap) in which payments are made upfront on a discounted basis. That means,...

It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...

A degree day swap that combines a call and put option with the same strike CDD and on the same...

A forex transaction that involves the simultaneous purchase and sale of identical amounts of one currency for another with two...

A weather derivative (originally introduced by US firm Enron Energy Corporation in 1997) that is used for hedging purposes, where...

An interest rate swap that entails the exchange of a fixed rate for floating rate, where the floating leg is...

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

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

A commodity trading strategy which involves the purchase of crude oil futures and the simultaneous sale of gasoline and heating...