344:
164:
583:
312:
378:
280:
438:
72:
624:
619:
373:
268:
51:
450:
433:
174:
600:
208:
159:
510:
137:
421:
290:
169:
396:
285:
246:
180:
473:
221:
214:
203:
103:
390:
339:
544:
492:
149:
119:
595:
367:
324:
300:
186:
571:
538:
486:
409:
108:
17:
334:
154:
97:
84:
22:
613:
566:
467:
251:
234:
295:
191:
520:
263:
55:
561:
549:
132:
113:
515:
504:
498:
329:
525:
197:
455:
349:
361:
228:
71:
The following 71 pages are in this category, out of 71 total.
35:This category has only the following subcategory.
345:International Swaps and Derivatives Association
8:
73:This list may not reflect recent changes
165:Constant maturity credit default swap
7:
584:Year-on-year inflation-indexed swap
313:Hazell v Hammersmith and Fulham LBC
68:Pages in category "Swaps (finance)"
379:Local authorities swaps litigation
77:
48:
37:
29:
14:
281:Foreign exchange date conventions
439:Power reverse dual-currency note
374:Loan credit default swap index
1:
269:Exchange of futures for swaps
451:Quality spread differential
434:Partial return reverse swap
175:Contingent convertible bond
641:
601:Zero-coupon inflation swap
16:The main article for this
15:
209:Credit default swap index
160:Conditional variance swap
511:Swap Execution Facility
138:Bootstrapping (finance)
422:Overnight indexed swap
291:Forward rate agreement
170:Constant maturity swap
625:Fixed income analysis
620:Derivatives (finance)
397:Multi-curve framework
286:Foreign exchange swap
247:Day count convention
181:Convexity correction
52:Settlement (finance)
474:Roller-coaster swap
222:Cross currency swap
215:Credit spread curve
204:Credit default swap
104:Accretion (finance)
391:Maturity (finance)
340:Interest rate swap
545:Total return swap
493:Settlement period
150:Cash-flow diagram
120:Asset swap spread
632:
596:Zero coupon swap
541:
507:
495:
476:
399:
370:
368:Libor-OIS spread
325:ICE Clear Credit
301:FTSE MTIRS Index
231:
224:
217:
200:
187:Correlation swap
183:
122:
100:
57:
50:
640:
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635:
634:
633:
631:
630:
629:
610:
609:
608:
607:
606:
605:
588:
576:
572:Volatility swap
554:
539:Tenor (finance)
537:
530:
503:
491:
487:Settlement date
479:
472:
460:
443:
426:
414:
410:Notional amount
402:
395:
383:
366:
354:
317:
305:
273:
256:
239:
227:
220:
213:
196:
179:
142:
125:
118:
109:Amortising swap
96:
89:
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11:
5:
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477:
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406:
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393:
387:
384:
382:
381:
376:
371:
364:
358:
355:
353:
352:
347:
342:
337:
335:Inflation swap
332:
327:
321:
318:
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309:
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232:
225:
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177:
172:
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157:
155:Commodity swap
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135:
129:
126:
124:
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116:
111:
106:
101:
98:Accreting swap
93:
90:
88:
87:
85:Swap (finance)
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79:
78:
69:
66:
61:
60:
46:
45:
42:
39:
38:
33:
30:
23:Swap (finance)
13:
10:
9:
6:
4:
3:
2:
637:
626:
623:
621:
618:
617:
615:
602:
599:
597:
594:
593:
590:
585:
582:
581:
578:
573:
570:
568:
567:Variance swap
565:
563:
560:
559:
556:
551:
548:
546:
543:
540:
536:
535:
532:
527:
524:
522:
519:
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512:
509:
506:
502:
500:
497:
494:
490:
488:
485:
484:
481:
475:
471:
469:
468:Recovery swap
466:
465:
462:
457:
454:
452:
449:
448:
445:
440:
437:
435:
432:
431:
428:
423:
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398:
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389:
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369:
365:
363:
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359:
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302:
299:
297:
294:
292:
289:
287:
284:
282:
279:
278:
275:
270:
267:
265:
262:
261:
258:
253:
252:Dividend swap
250:
248:
245:
244:
241:
236:
235:Currency swap
233:
230:
226:
223:
219:
216:
212:
210:
207:
205:
202:
199:
195:
193:
190:
188:
185:
182:
178:
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148:
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144:
139:
136:
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80:
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74:
67:
53:
49:
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43:
40:
36:
32:Subcategories
31:
25:
24:
19:
296:Forward rate
192:Counterparty
70:
34:
21:
521:Swap spread
264:Equity swap
56:(1 C, 37 P)
614:Categories
562:Value date
550:Trade date
133:Basis swap
114:Asset swap
516:Swap rate
505:Spot rate
499:Spot date
330:IMM dates
526:Swaption
198:CPI swap
18:category
456:Quanto
350:ITraxx
362:Libor
229:CS01
20:is
616::
75:.
54:
591:Z
579:Y
557:V
533:T
482:S
463:R
446:Q
429:P
417:O
405:N
386:M
357:L
320:I
308:H
276:F
259:E
242:D
145:C
128:B
92:A
41:S
26:.
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.