A par asset swap whose underlying asset (e.g. a convertible bond) is repackaged with an equity warrant stripped therefrom, with...
A payoff (of some derivative instrument) whose amount is a concave function of the value of the underlying instrument. The...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...
A cash-settled option that entails the exchange of one currency into another with the premium usually paid in a third...
It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off...
An asset swap whose underlying is a convertible bond. In terms of composition, it is a combination of an asset...
A variation on a plain vanilla swap which comes with a key feature that sets it apart. In currency annuity...