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LIBOR-Squared Swap

An aggressive (and rare) form of interest rate swaps (literally a power swap) which was first entered into between Gibson...

Turbo Cross-Currency Swap

A cross-currency swap that provides no protection in terms of the final exchange notional amount. It allows the swap buyer...

Turbo Swap

An interest rate swap (fixed for floating rate swap) in which the floating rate is calculated by raising the LIBOR...

Leveraged Swap

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...