An iron condor that is typically established by buying a lower strike out-of-the-money put option, selling even lower strike out-of-the-money...
A swap in which one leg or both pay off the total return on a blended index. The underlying blended...
A quanto digital option that can only be exercised at its expiration date. It pays the difference between the spot...
An equity swap which involves a blended index on the equity-pay leg. In other words, this swap is based on...
An iron albatross that is typically established by selling a far out-of-the-money call option, buying an out-of-the-money call option, buying...
An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...
It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...
It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...
A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...
It stands for money market futures; a standardized, exchange-traded contract to buy or sell a money market security at a...