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...

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

An agreement where one party pays the other a fixed spread (a number of basis points) between the nearby, expiring...

A swap that combines two offsetting credit default swaps (CDS): a regular CDS and a CMCDS (constant maturity credit default...

An interest rate swap in which a swap rate is exchanged for either a fixed rate or a floating rate...

An interest rate swap in which interest accrues on one counterparty only on condition that the reference rate is (or...

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...

The position of the floating-rate receiver (who is also the fixed-rate payer) on an interest rate swap. In a plain...