Category:Swaps (finance)

• Swap (finance)

A

• Accreting swap (finance)
• Accretion (finance)
• Amortising swap (finance)
• Asset swap (finance)
• Asset swap spread (finance)

B

• Basis swap (finance)
• Bootstrapping (finance)

C

• Cash-flow diagram (finance)
• Commodity swap (finance)
• Conditional variance swap (finance)
• Constant maturity credit default swap (finance)
• Constant maturity swap (finance)
• Contingent convertible bond (finance)
• Convexity correction (computing)
• Correlation swap (finance)
• Counterparty (finance)
• CPI swap (finance)
• Credit default swap (finance)
• Credit default swap index (finance)
• Cross currency swap (finance)
• Currency swap (finance)

D

• Day count convention (finance)
• Dividend swap (finance)

E

• Equity swap (finance)
• Exchange of futures for swaps (finance)

F

• Foreign exchange date conventions (finance)
• Foreign exchange swap (finance)
• Forward rate agreement (finance)
• Forward rate (finance)
• FTSE MTIRS Index (finance)

I

• ICE Clear Credit (finance)
• IMM dates (finance)
• Inflation swap (finance)
• Interest rate swap (finance)
• International Swaps and Derivatives Association (organization)
• ITraxx (finance)

L

• Libor (finance)
• Libor-OIS spread (finance)
• Loan credit default swap index (finance)
• Local authorities swaps litigation (finance)

M

• Maturity (finance)
• Multi-curve framework (finance)

N

• Notional amount (finance)

O

• Overnight indexed swap (finance)

P

• Partial return reverse swap (finance)
• Power reverse dual-currency note (finance)

Q

• Quality spread differential (finance)
• Quanto (finance)

R

• Recovery swap (finance)
• Roller-coaster swap (finance)

S

• Settlement date (finance)
• Settlement period (finance)
• Spot date (finance)
• Spot rate (finance)
• Swap Execution Facility (organization)
• Swap rate (finance)
• Swap spread (finance)
• Swaption (finance)

T

• T+1 (finance)
• T+2 (finance)
• T+3 (finance)
• Tenor (finance)
• Total return swap (finance)
• Trade date (finance)

V

• Value date (finance)
• Variance swap (finance)
• Volatility swap (finance)

Y

• Year-on-Year Inflation-Indexed Swap (finance)

Z

• Zero coupon swap (finance)
• Zero-Coupon Inflation-Indexed Swap (finance)