A variable interest rate on one or two legs of a swap. This rate changes or floats every time the...
An interest rate swap in which there is, in contrast to a regular swap (vanilla swap), no dependency between its…
A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
A swap that has exotic or complex structure whereby it is distinguished in its key underlying economic variables from basic...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
An over-the-counter swap where two counterparties exchange a stream of future cash flows at set dates in the future over...
The position of the floating-rate receiver (who is also the fixed-rate payer) on an interest rate swap. In a plain...
An inverse floater swap in which the payer of the structured leg has the right to call off the transaction...
