An option on an interest rate collar. It gives its holder the right, without the obligation, to trade a collar...
An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...
An interest rate swap in which the fixed rate leg is only payable on a specific percentage of its notional...
An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...
A derivative instrument/ contract whose value is based on, or derived from, the price movement of a commodity such as...
A call option with a strike price being below the net amount of its underlying’s market price minus the premium,...
A form of the range forward contract which has some type of participation in the movement of the underlying below...
A zero-cost collar which combines an at-the-money short call and a long put, in addition to a long position in...
It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...
A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...