The expected future values of the Bond Market Association (BMA) index, where expectations are taken in the corresponding forward probability...

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...

The reference rate which is used to calculate the premium that a bond buyer will pay. Adding a spread to...