A cancellable swap in which the fixed-rate receiver/ floating-rate payer has the right, but not the obligation, to terminate the...

Also put CDS, it is a CDS option that grants the holder (as a put) the right to sell credit...

A put option on a swap in which the buyer has the right, but is not obliged, to enter into...

An interest rate swap giving the holder the option to choose to enter into either a receiver swap or a...

An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...

Mostly, a commodity swap with an option-like feature where one counterparty receives an above-market fixed rate and pays the at-market...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...

An interest rate swap whose notional principal amount (NPA) declines over its life according to a specific amortization schedule. The...

A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...

A total return swap (TRS) entails the payment of fixed or floating interest in return for the total return of...