A topography report that depicts a two-dimensional map of a derivative position: it shows the distribution of the strike prices...
A digital option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...
Another name for the snowball; a hybrid derivative instrument that allows investors harboring a strong feeling that rates will fall...
A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...
It stands for credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it is the valuation of...
An instrument (part debt and part equity) that gives the holder the right, but not the obligation, to exchange his...
A callable swap that can be cancelled only on a single pre-determined date in the future. This swap gives the...
A double one-touch option whose upper and lower barriers come into effect (activates) at a delayed date. In other words,...
A fixed strike lookback option in which the lookback period starts at a preset date after the trading date of...
A floating-strike lookback option in which the lookback period starts at inception (contracting date/ trading date or the date the...