A binary credit default swap. Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually...
A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...
A swap agreement that is made between a municipality (a city or town local council) and a financial intermediary, in...
An option on the best performing asset in a basket of assets during a designated period of time. The holder...
A long position in a forward contract whereby an investor agrees to buy the underlying asset on a specified future...
A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency,...
An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...
An American-style, non-standard option that has a perpetual life. In other words, it neither expires nor has an exercise limit. Since it...
An American-style, non-standard option that has a perpetual life. In other words, it neither expires nor has an exercise limit. Since it...
An American-style, non-standard option that neither expires nor has an exercise limit. Since it has an infinite time to maturity, which means...