A floating-rate loan that is synthetically constructed using interest rate swaps. A debtor with a fixed-rate loan can convert this...
A fixed-rate loan that is synthetically constructed using interest rate swaps. A debtor with a floating-rate loan can convert this...
A topography report that depicts a two-dimensional map of a derivative position: it shows the distribution of the strike prices...
It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...
An interest rate derivative, or more specifically an interest rate floor whose strike is reset to the current interest rate...
A nonstandard interest rate cap in which the cap rate for each caplet is equal to the sum of the...
An option that accrues in value (payoff) for each day that the reference index rate remains within a specified range...
A linear credit default swap; a basket credit default swap (credit default basket swap) in which the investors (protection sellers)...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A currency option- usually on a foreign currency or a currency basket or index- that is made or written at...