A floating-rate note (FRN or floater) in which coupons are reset quarterly or semi-annually to the coupon on the newly…

A floating-rate note (FRN or floater) in which coupons are reset quarterly or semi-annually to the coupon on the newly…

A yield-curve swap which calls for the exchange of the returns from more than one market for the returns from...

A basis swap in which the reference rates on which are based the two interest payment legs are set at...

A basis swap in which both parties pay a floating rate, but based on two different indexes. For example, one...

It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...