A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...
An interest rate floor which provides, at specific adjustment dates, protection against decreasing interest rates for loans and mortgages. It...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
An interest rate swap that allows a floating rate borrower to transform a floating-rate liability into a fixed-rate obligation or...
A swap that allows investors to change the nature of their liabilities. It involves the exchange of payments on one...
In the energy market, it refers to an agreement to buy energy at a certain fixed price during a specified...
A synthetic forward with a single barrier knock-in short option. By definition, a synthetic forward consists of buying a call...
A barrier option which has barriers both above and below the current underlying price that widen or narrow in steps...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A double barrier option in which the underlying consists of two assets. The option’s double barrier (upper and lower barriers-...