A zero-coupon swap involves the exchange of cash flows where the fixed-rate side pays a lump sum at maturity. Learn its key features and valuation methods.

A quanto swap is a cross-currency derivative that allows interest rate exchanges in different currencies, settled in the same ...

The International Accounting Standards Board proposed a new accounting model to reflect how banks and other financial institutions manage interest rate risks in their portfolios. Processing Content ...

Traders are piling back into a popular hedge fund strategy that bets on US Treasuries outperforming interest rate swaps.