An irregular swap that is based on the exchange of returns originally generated by specific instruments/ investments rather than interest...
Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...
A procedure for representing a financial instrument as a portfolio of zero-coupon bonds for the purpose of calculating its value...
A type of credit derivative in which the two counterparties agree to exchange the total return on a specified asset...
Also CTFF or cash-to-first futures. It is a short cash rate that is observed from current day to the maturity...
A swaption which is settled in cash rather than physical. Furthermore, it is a swaption giving its holder the right...
A swap (usually a commodity swap) in which two counterparties agree a price and a quantity of an underlying asset...
An option that is settled for cash, instead of its underlying being actually delivered following exercise of the option. The...
An over-the-counter swap that allows investors to take bets on, or hedge against, risks associated with the empirical correlation of...
An exotic option whose payoff depends on the prices of a set of underlying assets, where the option is priced...