A capped call (or specifically an automatic cash-out option) whose payoff is a specific maximum level and which will automatically...
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...
An OTC swap which features both a knockout and contingent coupon mechanism. The issuer receives the coupon, whilst the holder...
Swap transactions are typically viewed as the exchange of a fixed rate for a floating rate, or vice versa. Interest...
The effective swap rate which is paid or received by a swap's counterparty. This rate results from adding up the...
An exotic option whose payout is equal to the value of the underlying asset if the price of the asset...
An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...
A call option whose strike price, at a given point in time before or at expiration, is equal to the...
An option which has a strike price equal or approximately equal to the underlying asset's price. There is little or...
A swap which is composed of two financial instruments: one with a fixed return and the other with a variable...