An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...
An option contract whose payoff depends on the price of an regular option at a single future time. For instance,...
A total return swap which has inflation total return as underlying. It entails the exchange of inflation total return for...
A swap which entails the exchange of the total rate of return of a bond market, or a segment within...
The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...
A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...
A hybrid derivative structure in which the coupon is determined as the difference between the previous coupon and a predefined...
A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...
A credit derivative (swap) in which the total return on a reference obligation such as a corporate bond (or an...
An equity-based swap under which one counterparty pays the total performance of a particular share of stock or basket of...