An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...
A floating-rate note (floater) in which the coupon is determined entirely or to a large extent by an embedded range...
A swap which imitates the characteristics of a superfloater bond for the construction of the floating rate leg. The fixed...
An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...
An equity derivative which, on its expiration date, entitles the holder to a given dollar value proportion of assets of...
An option that consists of a series of binary options covering the full range of possible returns of an underlying...
An exotic swap in which either of the two legs is (or both are) based on an illiquid index and...
A structured note that provides investors with an above market coupon, but against foregoing coupon payments when the floating rate...
A floored FRN which is also capped: the coupon of the floating-rate note (FRN)cannot increase beyond the cap rate. In...
A floored floater which is also capped: the coupon of the floater cannot increase beyond the cap rate. In other...