An equity swap whose equity side is bounded by a floor. The floor places a lower limit on the equity...
It stands for range knock-out floating rate note; a structured note (a floating-rate note) that provides the holder with higher...
A structured note (a floating-rate note) that provides the holder with higher interest payment (coupons) than an ordinary floating rate...
A floating-rate note (floater) in which the coupon is determined entirely or to a large extent by an embedded range...
An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of...
A credit default swap (CDS) entails the exchange of a floating recovery amount for a fixed recovery amount. For example,...
A double barrier knock-out option that is combined with a currency forward having an rebate feature. More specifically, the buyer...
A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...
Unlike standard credit default swaps which require a valuation following a credit event (usually default), fixed-recovery credit default swaps (CDS)...
A swap (specifically a cross-currency interest rate swap) which is based on two fixed rates in the same currency or...