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.
Cross Currency Swap
Trigger Swap
Inflation Swap
Dividend Swap
Volatility Swap (also known as Variance Swap)
Quanto Swap
Different Currencies
Swaps where the different legs are in different currencies are called Cross Currency Swaps
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