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Currency Annuity Swap

A variation on a plain vanilla swap which comes with a key feature that sets it apart. In currency annuity...

Zero-Coupon Swap Valuation Method

An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

Currency Forward

A forward contract which allows the holder to lock in today an exchange rate at a future date. With this...

Dividend Swap

An over-the-counter swap where two counterparties exchange a stream of future cash flows at set dates in the future over...

Lookalike Option

An over-the-counter option that is cash-settled based on the settlement price of a similar exchange-traded futures contract on a certain...

Lookalike Swap

An over-the-counter (OTC) swap that is cash-settled based on the settlement price of a similar exchange-traded futures contract on a...

Zero-Coupon Inflation Swap

A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...

Long Put Strip

An option trading strategy which is constructed by buying from three and up to eight put options. In this strategy,...

Call Leverage

An option leverage that measures the sensitivity of a call option’s price to changes in the underlying price. In other...

Low Outlay Geared Option

A low premium option (specifically a put) which allows the holder to participate in an upside movement with a gradually...