An agreement between two parties to exchange interest rates, asset performances or prices or almost any economic values on a...

A variant on variance swap that allows investors to take a view on future variance swap rates rather than bet...

An interest rate swap (specifically an off-market swap) where one or both of the assets underlying the swap sell/sells at...

It stands for non-deliverable swap; a synthetic derivative which is mainly used to replicate the net cash flows of a...

A synthetic derivative which is mainly used to replicate the net cash flows of a currency coupon swap or cross-currency...

An interest rate swap in which an embedded collar is placed on the floating rate payment. In other words, the...

An irregular swap that is based on the exchange of returns originally generated by specific instruments/ investments rather than interest...

A swap (usually a commodity swap) in which two counterparties agree a price and a quantity of an underlying asset...

An over-the-counter swap that allows investors to take bets on, or hedge against, risks associated with the empirical correlation of...

A swap in which the observed correlation between the underlying assets in a basket is used as a basis for...