A structured swap which consists of a funding leg and a coupon payment stream, whereby the coupon payment made on a given date is...

A method of transporting the active return (alpha) among asset classes by separating and transporting uncorrelated incremental returns from one...

A payer (receiver) zero-coupon swaption is an option which gives the holder the right to enter into a payer (receiver) zero-coupon interest rate...

A practice in bankruptcy proceedings whereby a bankruptcy court may enforce contracts that are in the money to the bankrupt counterparty while abrogating contracts...

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with similar times...

A floating-for-floating swap whose first floating rate leg is derived from the returns on a basket of underlying assets, such as equities, commodities, bonds, or even swaps. The...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...

The fixed-rate of interest on the fixed-rate leg of an interest rate swap or a currency swap (or any similar structures). More specifically, swap...

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

A variant on equity-linked swap in which the equity leg is linked to the larger of the total returns on at least...