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Receiver Swaption

A swaption (option on a swap) that gives the holder the right, without the obligation, to enter into a swap as the fixed-rate receiver...

Receiver Swap

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

Call Swaption

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

Payer Swap

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

BMA Interest Rate Swap

A Bond Market Association (BMA) swap is an interest rate swap in which one party pays a fixed interest rate and receives...

Municipal IRS

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...

Municipal Interest Rate Swap

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...

BMA Swap

A Bond Market Association (BMA) swap is an interest rate swap in which one party pays a fixed interest rate and receives...

ZCS

It stands for zero-coupon swap; an inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date...

Zero-Coupon Swap

An inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date for the fixed rate leg in...