A currency option which is combined with a trigger price feature whereby it is converted into a forward forex contract…
A swap which is similar to a tesobono swap, but with the collateral being the federal Treasury certificates/ Los Certificados…
A base rate swap which gives the fixed rate payer the right, without the obligation, to terminate the swap at...
It is an acronym for credit option on Brady bonds. By definition, it is an option whose underlying is the...
A cash-settled option that sets a minimum limit (floor/ interest rate floor) on the spread between two benchmark interest rates…
An Asian option in which the average of underlying prices, interest rates, indices, etc, is calculated on all the time…
In option parlance, a condor is a variation on a butterfly option, in which the two short options (sold options)…
It stands for collateralized mortgage obligation swap. An interest rate swap (specifically an index amortizing swap) in which the amortization of…
A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest rates in Japan are very…
An option spread which involves buying a call with a given strike price and expiration date while short selling another…