A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off...
An option, also known as a range binary option or a double lock-out option, whereby an investor can receive a...
An asset swap whose underlying is a convertible bond. In terms of composition, it is a combination of an asset...
An interest rate swap (IRS) that involves the future exchange of two series of cash flows. This swap allows hedgers...
A digital option that pays out if the underlying doesn’t touch (breach) a specified barrier. Therefore, the option includes a...
A one-touch option which pays a preset amount at the point when the underlying touches the barrier, rather than at...
A barrier option (also a type of binary/ digital options) whose payoff will be paid out at first hitting time:...
An interest rate swap in which the holder pays the highest floating rate setting during the reset window and receives...
A nonstandard interest rate floor in which the floor rate for each floorlet is equal to the sum of the...
It stands for non-equity option; an option whose underlying is a security other than stock, such as a commodity, debt...