The dollar value of a basis point for a swap dealer's entire bucket cash flow. A cash flow bucket typically...
An option whose underlying is a security other than stock, such as a commodity, debt security, financial futures, index, etc....
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...
A swap that automatically terminates with one counterparty of which having to make no further payments if the other counterparty...
A floored put in which the payoff is sensitive to the correlation of a set of underlying assets. It is...
A hedging technique (also a type of leapfrogging) which is used to provide cover for a series of exposures such...
An equity-linked swap that automatically terminates on the earlier of two dates: the settlement date relating to the observation date...
A single currency swap or a cross currency swap in which the client receives a fixed or floating interest rate...
A limited-payout option where potential gains from a downward movement in the underlying asset are "floored" or limited by a...
A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...