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XVA

In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

Snowball IRS

It stands for a snowball interest rate swap; a structured swap which consists of a funding leg and a coupon...

TAR Note

It stands for target redemption note; an index linked note that terminates whenever a maturity is reached or the total...

TAR Swap

It stands for target redemption swap: a swap- or virtually a series of forward contracts- whereby the agreement terminates when...

TARO

It stands for target redemption option; an exotic option that gives the holder the right to receive a stream of...

TAR Option

It stands for target redemption option; an exotic option that gives the holder the right to receive a stream of...

MAB Option

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...

MABO

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...

Put CDS

A CDS option (option on a credit default swap) that grants the holder the right to sell credit protection on...

YES

It stands for yield enhanced stock; a type of equity derivative; by definition, it is a type of convertible preferred...