A capital note that is issued by a regulated institution (e.g., a bank) with the enhanced feature of "automatic convertibility"...
It has different meanings in different contexts. A capital note may refer to a hybrid security (a hybrid); a form...
A leveraged super senior note (a synthetic collateralized note) that is associated with a loss trigger. More specifically it involves...
A floored floater in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...
It stands for spread range accrual note; a range note in which the coupon depends on the spread between the...
A range note in which the coupon depends on the spread between the daily fixings of two interest rate indexes...
A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...
An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...
An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...
An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...