A swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for its face value in the event...
A currency option which is enhanced by a lookback feature (lookback option), granting the holder the right to trade a specific amount...
A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option to extend or prolong the...
A swap (interest rate swap, cross-currency swap) which initiates or kicks in at a forward start date which coincides with the date at...
A credit default swap (CDS) option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future...
Also call CDS. A CDS option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future period starting...
A interest rate swap (typically, a fixed-floating swap) the expiration or termination dates of which follow the cycle of international money market futures and IMM futures...
An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...
An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...
A type of transformation that is based on the use of interest rate swaps. It is the process whereby an investor lends money...