A type of transformation that is based on the use of interest rate swaps. It is the process whereby an investor lends money...

By convention, the floating rate of a swap is quoted flat without basis point adjustments; e.g., LIBOR flat. The fixed rate is quoted in terms of the on-the-run...

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

A clause in a law, contract, agreement, etc, that limits or reverses a payment or profit distribution for particular reasons....

The change in the value of credit default swap (CDS) in reaction to a one basis point increase in the...

One of the most widely used derivatives, which represents an agreement between two parties to exchange cash flows of two...

A swap in which there is a margin above or below LIBOR (a upward or backward margin) on the floating...

Unlike resetting swaps, it is a swap in which the notional principal is constant throughout the life of the swap....

An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...