An option that is designed to allow the buyer (holder) to take a leveraged view on a specific asset or...
A reverse floating-rate note (reverse floater) in which the multiplier of the fixed rate is set, at the time the...
A floating-rate note (floater/ FRN) in which the reference rate is magnified by a factor λ (where λ > 1)....
An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...
The expected or actual percentage price change in an option's value (or the value of other derivatives position) in response...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
An option that gives the holder the right, without the obligation, to exchange a specific amount of money denominated in...
A callable range accrual note in which the coupon depends on the daily fixing of a foreign reference index being...
An exotic option that has the ratio of two assets as underlying. The payoff of the option is based on...
A futures trading strategy in which a position is established by buying a series of quarterly delivery contracts falling due...