A long option (long call or long put) which is held by an investor and is subject to a short...
An options trading strategy which involves selling a number of in-the-money calls at a set strike and simultaneously buying a...
A currency option whose underlying is a currency pair for which there are typically no option contracts on offer. For...
An inflation-indexed swap that is combined with a cross currency swap. This swap entails the exchange of two different cash...
An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of...
A credit derivative which constitutes a forward contract on a credit spread. More specifically, it is a single period OTC...
It stands for credit default index swap; a fixed set of equally weighted credit default swaps with standard maturities ranging...
A credit default swap (a type of default swap) in which the reference obligation consists of a basket of obligations...
It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
A put option in which a payoff is made in the event the issuer of a specified reference asset such...