A spark spread that captures the gross margin reflecting the economics of a coal-fired power plant. More specifically, it refers...
A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains below a...
A hard path-dependent option which takes into account every movement in the underlying asset over the life of the option....
A floater whose coupon rate is typically the difference between two reference rates plus (or minus) a fixed percentage (quoted...
A swap which is typically used to hedge the risk associated with the issuance of a dual currency bond. It...
An option (not to be confused with exchange-traded options which has a different meaning) which gives the holder the right...
A fixed-for-floating interest rate swap which comprises a call option granting one counterparty the right to make periodic payments in...
A variation on a vanilla option in which the holder's payout depends, or is contingent, not only on the performance...
A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...
An interest rate option which applies one rate for part of the option’s life and another for the rest of...