It stands for intercontinental exchange rate. By definition, it is the mid-price for interest rate swaps (the fixed leg) and...

An abbreviation for inverted curve enhancement swap; an interest rate swap that places a minimum level (floor) under the floating rate in consideration...

A derivative that involves the exchange of a fixed rate of interest on a certain notional amount for a floating rate...

It stands for interst rate swap; an exchange of a fixed rate of interest on a certain notional amount for a floating rate...

A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...

The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the rare fixing...

Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...

An average of a pay rate (bid rate) and a receive rate (offer rate) in an interest rate swap. A dealer...

The swap rate that makes a swap break even, i.e., renders its present value equal to zero. At this rate, the present value of the floating...

An offsetting or opposing swap which is designed to close out the market exposure of an existing swap position. For example, a fixed-rate-paying party...