A hedge that involves the use of foreign exchange forwards (FX forwards). It consists of an outright purchase of a...
A partial time barrier option where the monitoring period starts at some time into the option's lifespan and ends at...
A spreadlock that is based on a forward contract. It allows the holder to lock in a specific number of...
An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...
An inflation derivative (cap) that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds...
A statistical measure of how much the returns on two risky assets move together. In other words, it expresses the...
It stands for forward-starting basket default swap; a forward contract which obliges the holder to buy or sell a basket...
An albatross spread that involves only call options. In other words, it is established by buying one in-the-money call, selling...
A forward contract which obliges the holder to buy or sell a basket default swap (BDS) at a specified time...
An option replication which is used to hedge a given portfolio involving the set up of another portfolio of approximately...