A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
Unlike standard credit default swaps which require a valuation following a credit event (usually default), digital swaps simply specify payment...
A double barrier option whose payoff at expiration date is equal to that of a binary option in case during...
A one-touch option with two American barriers. An investor, buying the option, has the right to define the two barriers:...
A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...
A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...
An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...
An interest rate swap (IRS) in which the fixed-rate payments are increased over the term of the swap and up...
A step option which is equipped with an upward strike price reset mechanism effective within a limited period at a...
Any of several types of barrier options which activates, deactivates, or explodes in response to changes in the underlying whereby...