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Cross-Currency Cap

A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...

    Cross-Currency Swaption

    A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

      Circus Option

      A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

        Cross Currency Option

        A cash-settled option that entails the exchange of one currency into another with the premium usually paid in a third...

          Foreign Discount Bond Option

          An option contract whose underlying is a foreign discount bond (cross currency bond). It is a bond option on a...