Category:Swaps (finance)

• Swap (finance)

A

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

B

• Basis swap
• Bootstrapping (finance)

C

• Cash-flow diagram
• Commodity swap
• Conditional variance swap
• Constant maturity credit default swap
• Constant maturity swap
• Contingent convertible bond
• Convexity correction
• Correlation swap
• Counterparty
• CPI swap
• Credit default swap
• Credit default swap index
• Credit spread curve
• Cross currency swap
• CS01
• Currency swap

D

• Day count convention
• Dividend swap

E

• Equity swap
• Exchange of futures for swaps

F

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

H

• Hazell v Hammersmith and Fulham LBC

I

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

L

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

M

• Maturity (finance)
• Multi-curve framework

N

• Notional amount

O

• Overnight indexed swap

P

• Partial return reverse swap
• Power reverse dual-currency note

Q

• Quality spread differential
• Quanto

R

• Recovery swap
• Roller-coaster swap

S

• Settlement date
• Settlement period
• Spot date
• Spot rate
• Swap execution facility
• Swap rate
• Swap spread
• Swaption

T

• Tenor (finance)
• Total return swap
• Trade date

V

• Value date
• Variance swap
• Volatility swap

Y

• Year-on-year inflation-indexed swap

Z

• Zero coupon swap
• Zero-coupon inflation swap