A zero-coupon swap in which the fixed rate receiver sells a third party (a dealer) an embedded option to convert…
A swap that is made up of a number of zero-coupon swaps with increasing maturities. Each of the zero-coupon swaps...
A highly path-dependent inflation swap (LPI swap) that has an inflation leg vis-Ã -vis an interest payment. It involves one payment...
It stands for limited-price index swap. It is an inflation swap (a zero-coupon swap) in which a fixed amount is...
A zero coupon swap in which payments are reversed. That is the zero coupon payment is made at the beginning...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off...
An interest rate swap valuation method that views a swap as a series of cash flows for each of which...
An inflation swap (a zero-coupon swap) in which a fixed amount is exchanged at a specified maturity for the limited-price...
An inflation swap (a zero-coupon swap) in which a fixed amount is exchanged at a specified maturity for the limited-price...
An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...
