A floored put in which the payoff is sensitive to the correlation of a set of underlying assets. It is...
A hedging technique (also a type of leapfrogging) which is used to provide cover for a series of exposures such...
An equity-linked swap that automatically terminates on the earlier of two dates: the settlement date relating to the observation date...
A single currency swap or a cross currency swap in which the client receives a fixed or floating interest rate...
A limited-payout option where potential gains from a downward movement in the underlying asset are "floored" or limited by a...
A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...
A variation on a plain vanilla swap which comes with a key feature that sets it apart. In currency annuity...
An interest rate swap valuation method that views a swap as a series of cash flows for each of which...
A forward contract which allows the holder to lock in today an exchange rate at a future date. With this...
An over-the-counter swap where two counterparties exchange a stream of future cash flows at set dates in the future over...