A swap agreement that is made between a municipality (a city or town local council) and a financial intermediary, in...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...

A type of forward swap which effectively allows investors to move a foreign exchange position from spot to a future date. In other words,...

A reduction in the notional principal of a derivative contract, like a swap. For example, a party to an interest rate swap with a $10 million notional...

The trade on maturity dates of money market futures and money market futures options which are set by futures and options exchanges. These...

A weather derivative that involves a nonfinancial or nonphysical asset, literally a weather index, and whereby one counterparty is committed to make...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A swap that has exotic or complex structure whereby it is distinguished in its key underlying economic variables from basic swaps. Flavored swaps...

Buying a credit default swap (CDS); a long position in a credit default swap (CDS). It is equivalent to shorting credit risk, i.e., having a...