An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps...
A non-standard option (non-vanilla option) in which the premium is paid monthly or quarterly over its life. Furthermore, this option...
A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...
A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...
It stands for constant maturity treasury swap. A yield curve swap in which one leg is referenced to constant maturity...
An extendible option that allows the holder, who has the right to buy the underlying asset, to extend the maturity...
An option where the holder is long put on the worst performing stock (asset) among a specified number of stocks...
An extendible option in which the right to extend the maturity date is held and made by the option holder...
An option that has, in addition to the right of exercise on the underlying, an additional right to extend its...
An extendible option in which the right to extend the maturity date is held and made by the option holder...