An inflation-indexed swap which has both cash flow legs paying out on maturity. This swap is based on an exchange of the...

It captures the change in the market value of the credit default swap (CDS) position as a result of a one basis point shift...

It stands for interest-only swap; a form of cross currency swap that entails no exchange of principal in two different...

An amortizing swap in which an irregular payment streak is exchanged for a regular payment flow of the same present value. To...

A form of cross currency swap that entails no exchange of principal in two different currencies at maturity, and only the...

It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...

A form of cross currency swap that entails no exchange of principal in two different currencies at maturity, and only the...

Swaps are over-the-counter (OTC) agreements that entail the exchange of two types of cash flows according to terms negotiated among the counterparties. They...

A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...

An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...