The interest payment of a swap is determined based on compounding according to a specific day count convention (such as...

The difference between the fixed rate leg of an interest rate swap and the yield of a treasury security with...

A measure of basis points as relative spread or return that would make the carry disappear. In other words, it...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to...

A cross-currency swap that provides no protection in terms of the final exchange notional amount. It allows the swap buyer...

An interest rate swap or a cross-currency swap in which payments are put off for a specified time in the...

An interest rate swap (fixed for floating rate swap) in which the floating rate is calculated by raising the LIBOR...

A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...

An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...

An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...