An offshore (cross-border) derivative operation which was originally used by local banks in Mexico as a means of leveraging Tesobono...
It stands for target redemption note. A structure that terminates whenever a maturity is reached or the total amount paid...
A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...
A self-referenced credit derivative (a credit-linked note- CLN for short) which involves a firm (or an investor) selling protection on...
A combination of different types of swaps that aims to spread the risk associated with a sizable financing endeavor. For...
An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...
A binary option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...
An exotic option whose payout is equal to the value of the underlying asset if the price of the asset...
A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...
An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...