An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...
An option on an interest rate collar. It gives its holder the right, without the obligation, to trade a collar...
An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...
An interest rate swap in which the fixed rate leg is only payable on a specific percentage of its notional...
An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...
A derivative instrument/ contract whose value is based on, or derived from, the price movement of a commodity such as...
A call option with a strike price being below the net amount of its underlying’s market price minus the premium,...
A form of the range forward contract which has some type of participation in the movement of the underlying below...
A zero-cost collar which combines an at-the-money short call and a long put, in addition to a long position in...
It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...