It stands for banker's acceptance swap; an interest rate swap in which a banker’s acceptance rate is the floating rate....
A swap that ties the floating rate leg to a macroeconomic variable or reference index such as the growth rate...
A swap (coupon-currency swap) that combines a spot foreign exchange with an offsetting long-term currency forward exchange transaction (FXA). With...
A swap spread that is created synthetically by buying (selling) on-the-run Treasuries (cash) and selling (buying) the DV01 equivalent of...
One of the most popular and basic option strategies (also a short put) in which an inherently bullish investor attempts...
One of the most popular and basic option strategies in which an inherently bullish investor attempts to capitalize on the...
An options trading strategy that involves short positions in put options and the use of the underlying stock (or asset)...
A cap which is placed on the payment of one or both counterparties to a volatility swap. This cap usually...
A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...
A variation on corridor option in which the accrual corridor is one-sided. That suggests the other side or boundary of...