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Basket Currency Call Option

A basket currency option that constitutes a call on a collection (basket) of currencies treated together as a portfolio. A...

Foreign Currency Derivative

A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...

Currency Derivative

A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...

Currency Option

An option contract (a currency derivative) that gives its holder the right, but without the obligation, to buy or sell...

AON Exercise

It stands for all-or-none exercise; a style of exercise for options whereby the holder cannot exercise only on part of...

All-Or-None Exercise

A style of exercise for options whereby the holder cannot exercise only on part of a basket or portfolio of...

Basket Currency Option

An option that combines the features of both currency options and basket options. By definition, it is a put or...

Digital Barrier Chooser Lookback Option

A barrier chooser lookback option that is associated with digitality, i.e., a feature giving a fixed payoff if the underlying…

Duration-Weighted Swap

An interest rate swap in which one of the legs depends on, wholly or partially, the effective rate extracted from…

Destructured Asset Swap

An asset swap that is combined with a structured note. The swap is effectively used to convert the note into…