A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
A pricing structure in securities, foreign currencies and commodities trading wherein the prices of far future deliveries exceed those of...
A type of credit risk exposure that involves a position in an instrument associated with a specific risk that arises...
It stands for credit-linked certificate of deposit; a credit-linked hybrid that combines a deposit (certificate of deposit, CD) with a...
A credit-linked hybrid that combines a deposit (certificate of deposit, CD) with a credit default swap that the investor (depositor)...
A popular type of swap which involves exchanging principal and interest payments in one currency for principal and payments in...
A credit spread derivative whose payoff is based on changes in the perceived credit quality of a reference credit as...
A compound option which enables the holder to lock into a range of an asset price or interest rate (or...
An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...
It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...