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Deferred Price Option

An option whose strike price is not specified at the time of the trade. Instead, it is set as the...

Delayed Start Cap

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...

Delayed Start Floor

An interest rate floor that has a forward start date. In other words, the floor comes into effect at some...

Deferred Premium Option

An option in which payment of the premium is deferred until the its expiration date. This option is a type...

Deferred Rate Setting Swap

A fixed-for-floating interest rate swap in which the swap comes into effect immediately at the trade date, but the swap...

Double No Touch Linked Swap

An interest rate swap or a cross-currency swap in which the interest rate payments for the swap buyer (seller) are...

Discrete Barrier Floor

A discrete barrier option which places a barrier floor on its underlying movements. A discrete barrier floor is similar to...

Debt Value Adjustment

It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...

DRO

It stands for delayed range digital option; a digital option in which the payoff accrues as the reference price or...

Delayed Range Digital Option

A digital option in which the payoff accrues as the reference price or rate lies inside a predefined range (a...