An interest rate cap in which the number of caplets are less than reset periods. This feature makes a flexible...
An interest rate cap in which the number of caplets are less than reset periods. This feature makes a flexible...
An option on a swap futures. This option replicates the European-style convention of an OTC option with exercise taking place...
An interest rate cap in which the successive caplets cover decreasing notional principal amounts. In other words, the notional principal...
An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...
A hybrid derivative instrument that is similar to a snowball. Actually, it is a snowball structured as a bearish note...
An interest rate cap whose payout (payoff) is calculated using a moving average interest rate within a specified interval. The...
It stands for absolute return barrier note; a barrier note that pays the holder (investor), at maturity, the absolute performance...
A modification of the flexible cap. It combines the features of a flexible cap and a chooser cap. More specifically,...
Foreign exchange collar; an option-based strategy which is established by purchasing a European-style option (the cap) and selling of another...