The rate which renders a swap value equal to zero. That is, the value of the fixed rate which gives...

A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...

A swap in which one leg is covered by an underlying bond or note with identical, but offsetting, terms and...

A swap which is based on two floating rates of the same currency but with different tenors (e.g., a 6-month...

A futures contract which typically has an interest rate swap as underlying. It offers an instrumental tool for corporate treasurers,...

An interest rate swap in which two counterparties exchange their credit comparative advantages (in terms of credit rating or creditworthiness)...

A swap that is used to fix the price of a given commodity such as jet fuel or gas. It...

A swap whose notional principal amount (NPA) doesn't vary over its tenor. Each cashflow is calculated using a constant notional...

A swap agreement that entails the payment of fixed forward points set at the time of trade in exchange for...

A swap agreement that entails the payment of fixed forward points set at the time of trade in exchange for...