The risk (price risk) that arises from potential changes in the prices of commodities (which in turn affect the derivative...
A semi-fixed swap which allows oil consumers to swap into a lower rate if prices go below a specific trigger...
A zero-cost cross-currency swap which is subject to three ranges as to the movement of its underlying exchange rate. The...
An option that has a crush spread as underlying. This option is used in the soybeans futures market and is...
A combination of two interest rate caps, literally: a long position in an interest rate cap and a short position...
A variance swap in which the underlying’s price should fall within a specified range or corridor if its squared return...
It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...
A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...
A degree day swap that combines a call and put option with the same strike CDD and on the same...
A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...