A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
Efforts or actions which are taken by companies to avoid regulation. Financial institutions typically face very different regulatory environments, and...
The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...
The rate of change in price of a derivative with respect to a change in the risk-free rate. This “Greek”...
An interest rate derivative, or more specifically an interest rate floor whose strike is reset to the current interest rate...
A nonstandard interest rate cap in which the cap rate for each caplet is equal to the sum of the...
An option that accrues in value (payoff) for each day that the reference index rate remains within a specified range...
Another name for the snowball; a hybrid derivative instrument that allows investors harboring a strong feeling that rates will fall...
A strike reset option (and a European put option) which allows the holder to shout (and hence it is a...