Interest Rate Swaps
Vanilla Swap
This is a Fixed / Floating swap in the same currency.
Overnight Index Swap
This is a Fixed / Floating swap (in the same currency ?) traded overnight.
Basis Swap
This is a Floating / Floating swap in the same currency.
Cross Currency Swap
This is a Fixed / Floating swap in different currencies.
Cross Currency Basis Swap
This is a Floating / Floating swap in different currencies.
Different Currencies
Swaps where the different legs are in different currencies are called Cross Currency Swaps
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