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Capped Equity Swap

An equity swap that has a cap placed on its equity side. The cap can be purchased along with the...

Capped Floater Swap

An interest rate swap in which both legs are based on floating rates. One leg is capped, that is, the...

Conditional Premium

The premium of an option (known as a conditional option) which adjusts in reaction to the fluctuation of the real...

Churning

A situation that arises when a broker excessively trades in a client’s account in order to increase commissions, irrespective of...

Callable Cap Floater Swap

A cap floater swap which gives the payer of the capped leg the right but not the obligation to call...

Callable Capped Floater Swap

A capped floater swap which gives the payer of the capped leg the right but not the obligation to call...

Callable Inverse Floater

A floater in which the coupon is based on an inverse of a floating rate (capped and floored). The coupon...

Callable Convertible Bond Asset Swap

An asset swap which has a callable convertible bond as underlying. The underlying convertible bond is associated with a credit...

Compound Average Rate Option

An option which gives it holder the right, without the obligation, to buy a currency average rate option / ARO...

Compound Correlation

The correlation value that is implied from the market price of a tranche of a specific collateralized debt obligation (CDO)....