A reset option whose strike price can reset at fixed dates depending on the arithmetic average value of the underlying,...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
A counterparty to a swap agreement that has experienced a termination event such as illegality (change in any law or...
An amortizing swap (an interest rate swap) in which the notional principal is amortized or decreased based on the movement...
An option on a credit default swap (CDS) or a collateralized debt obligation (CDO). A default swaption is an OTC...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
A market where standardized derivative contracts are traded, as defined by the exchange in terms of contract size, maturity, denominating...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...
An arbitrage technique that involves trading between the futures and spot markets by buying the underlying of a futures contract...