A cap structure that limits interest payment increase to a specific amount (called a jump) at each date the underlying...
An interest rate swap in which the fixed-rate payments are reduced over the term of the swap. It is a...
A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...
A credit default swap (CDS) that constitutes insurance contracts offering protection against the default of a sovereign government or authority...
The premium differential (CDS premium) between credit default swaps (CDS) that have the same sovereign debt but differ in term...
A swap in which the payer of a given leg agrees to assign the other leg to a third party....
The process of terminating a swap agreement by mutual consent of the parties at an early date before maturity. The...
A group of individuals who run a portfolio of swaps (interest rate swaps) for a financial institution (such as commercial...
An option which allows the holder to trade the underlying market with limited downside in return for a given premium....
It stands for single payment options trading. A type of currency options trading in which an investor can choose whether...