A single barrier call warrant that pays its holder (the investor) either the minimum amount specified in the contract or...
A barrier put warrant that is subject to a predefined window period during which if the barrier price is hit,...
A barrier call warrant that is subject to a predefined window period during which if the barrier price is hit,...
The price spread that results when opposing transactions are entered into in T-bill futures (T) and Eurodollar futures (ED). For…
Broadly speaking, a swap that is linked to the performance of treasury securities (T-bills, t-notes). Actually, however, the treasury-linked swap...
An option on a municipal swap, such as BMA fixed/ floating swaps, in which the floating leg payments are based...
A ratio spread which is established in a given market and combined with a short or long position in an...
The value of a tick size movement in a derivative's price. In other words, it is the smallest "permitted" change...
An option (warrant) that is issued alone, i.e., without an accompanying bond (i.e., the host bond), and one that has...
An option (warrant) that is issued alone, i.e., without an accompanying bond (i.e., the host bond), and one that has...