An equity swap wherein one of the parties is a person (usually a manager or senior management member) employed by...
An industry standard/ format that is designed to enhance over-the-counter derivatives (OTC derivatives) reporting and information exchange for asset managers,...
A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…
A state of the delta of an option which makes the variation of an in-the-money option‘s hedge ratio extremely wide…
An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...
It stands for equity-linked foreign exchange option; a compo option that gives the holder the right to trade a foreign…
A cross currency swap (CCS) that does not start at the contract date, but rather comes into effect at a...
A binary option that can be exercised only at the end of its life (i.e., on expiration date). That is,...
A cross currency swap that does not start at the contract date, but rather comes into effect at a certain...
A swap agreement in which a contingent payment on one leg is linked to a trigger event, such as a…