A longevity derivative in which regular payments are made to a firm (investment bank, insurance company, pension fund, etc.) based...
An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
The spontaneous purchase and sale (swap) of two identical amounts in two different currencies with two different value dates. Differently...
It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...
An interest rate swap that grants the fixed rate payer (or also the floating rate payer) the right to terminate...
A swap that entails the exchange of the cash flows on a position in restricted stock or concentrated equity for...
A financial structure that combines both an option and an asset swap. In other words, it is an option on...
A credit default swap (CDS) on a mortgage-backed security or an asset-backed security. That means the reference obligation in such...