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Call or Put

An option (or warrant) with an embedded provision giving the purchaser the right to designate it as either a call...

Capping

An illegal practice whereby a market participant attempts to repress the price of a financial instrument underlying an option contract,...

Commodity Index Put Option

A put option that has a commodity index as underlying rate or price. The performance and final payout of the...

Commodity Index Call Option

A call option that has a commodity index as underlying rate or price. The performance and final payout of the...

Commodity Index Option

An option in which the underlying rate or price is linked to a commodity index. The performance and final payout...

CPI-Linked Swap

An interest rate swap (IRS) in which one leg is tied to some inflation index (consumer price index). It enables...

Constant Maturity Treasury Swap

A constant maturity swap (either fixed/ floating or floating/ floating) in which the yield on a treasury bond (sovereign debt)...

Constant Maturity Credit Default Swap

A credit default swap that provides hedge against default losses and which has a floating premium that resets on periodical...

Constant Maturity Swap Spread

A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...

Constant Maturity Bermudan Swaption

A Bermudan swaption in which the option (on the underlying swap) can be exercised on every reset date from present...