An option-based strategy that involves buying a synthetic off-market currency forward and simultaneously buying another option, in order to avail from favorable...
A non-standard interest rate cap in which the rate used is a swap rate with a constant maturity. For example, a CMS cap could...
An option contract for which no premium is paid upfront by the buyer (long). However, a pre-specified premium should be paid if the option...
An option with an cap placed on payout or price, and which is automatically exercised when the underlying closes at or above (for a call)...
An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...
An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...
One call option in a cap. More specifically, it is an over-the-counter call on interbank deposit rates or LIBOR rate. An interest rate cap can be thought...
1) an OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...
A cap is a call option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...
A risk reversal that allows investors to avoid paying a premium for an option. In this option strategy, the premium...