The present value (PV) of the change in the value of a swap that results from to a one basis...
The present value (PV) of the change in the value of a swap that results from to a one basis...
It stands for constant maturity treasury swap. A yield curve swap in which one leg is referenced to constant maturity...
A currency option (FX option or foreign exchange option) in which the premium payment is conditional on the actual movement...
An interest rate swap that grants the fixed rate payer (or also the floating rate payer) the right to terminate...
An interest rate swap or any similar type of swap which has one of its payment rates or payouts denominated...
A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...
A snowball swap in which a floating rate is exchanged at payment dates (e.g., semi-annually) with a complex structured coupon...
A combination of a plain vanilla credit default swap (CDS) and a credit default swap option (CDS option) on the...