An option in which the underlying benchmark is a macroeconomic variable or index. This option is pegged to the level...
For large unwinds (e.g. $100 million or more), a swap transaction can be sliced up into several pieces (tranches) either...
A capped call which is only exercisable at maturity. A capped call, by definition, is a call option modified to...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
An option trading strategy, similar to an iron butterfly, which involves buying and selling both calls and puts at three...
A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...
An option trading strategy which involves buying a straddle and selling an out-of-the-money strangle on the same underlying. The order...
A credit default swap (CDS) in which the buyer doesn’t own, or has a long position in, the underlying corporate...
A swap that ties the floating rate leg to a macroeconomic variable or reference index such as the growth rate...
A floater that can be given back to the issuer by the holder at put price before maturity date. In...