An industry standard/ format that is designed to enhance over-the-counter derivatives (OTC derivatives) reporting and information exchange for asset managers,...
An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...
An arbitrage technique that involves trading between the futures and spot markets by buying the underlying of a futures contract...
A credit derivative in which the underlying is a portfolio of credit names (credit portfolios). This type of derivatives is...
A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...
An option contract (a currency derivative) that gives its holder the right, but without the obligation, to buy or sell...
An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off…
The up-front price a call option buyer (long) pays to a call option seller (short) against the right to exercise…
A capped-style option in which a cap interval is subtracted from its strike price in order to establish a modified…