A nonstandard derivative instrument which contains more than one elementary financial instrument or has complex, discontinuous, or leveraged payout patterns....

A hybrid of an equity derivative and a credit derivative which has identically the structure of a credit default swap...

It stands for equity default swap; a hybrid of an equity derivative and a credit derivative which has identically the...

It stands for forward rate agreement which is an over-the-counter agreement to apply a certain interest rate to either lending...

A swap which is basically created to offset or counter the interest rate or market risk of an earlier swap...

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

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

An interest rate swap in which a floor is placed under the floating rate leg to a predetermined level. The...

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined based on the value...

The fixed rate in an interest rate swap expressed as a percentage rate instead of a premium or a discount to a specified reference rate. The...