Early start swaps are a series of interest rate swaps. Each swap has an American style option for the counterparty of starting the swap early, within a period of three month. Otherwise, the swaps are plain vanilla fixed-for-floating swaps.

A quanto total return Libor Swap is a swap with two legs. One leg of the swap pays LIBOR less a constant spread and the other leg makes a single payment at the swap’s maturity equal to a leveraged non-negative return on USD-for-EURO exchange rate paid in CAD.

A daily digital LIBOR swap that has two legs. One leg is a regular floating leg and the other leg is a Libor-based, daily digital leg. The daily digital leg is weighted by the ratio of the number of calendar days in the period that the reference rate sets below an upper level to the total number of calendar days in the period.

A ratchet swap is an interest rate swap where one party pays a standard floating rate and the other party pays a ratchet floating rate. The ratchet floating rate coupon is based on an interest rate index with a minimum decrease and a maximum increase.