The quanto spread that relates to a credit derivative, particularly credit default swaps (CDSs), in which case it is known...
A combination of an interest-bearing debt security or instrument and a credit default swap. The face value or principal amount...
A derivative contract that allows a market participant to enter into an interest rate swap (IRS) at a preset spread...
An OTC option which is written on a spread. The spreadtion is usually used to lock in the difference between...
An OTC option which is written on a spread. The spread option is usually used to lock in the difference...
An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...
A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...