An option that allows the holder to enter into a participating swap. In other words, the holder has the right...
A payer (receiver) zero-coupon swaption is an option which gives the holder the right to enter into a payer (receiver) zero-coupon interest rate...
A Bermudan derivative which constitutes a Bermudan option on a swap. It is an option on a swap that allows the holder (the option's buyer or the...
A swaption (option on a swap) that gives the holder the right, without the obligation, to enter into a swap as the fixed-rate receiver...
A put option on a swap in which the buyer has the right, but is not obliged, to enter into a swap wherein he...
A call option on a swap in which the buyer has the right, but is not obliged, to enter into...
A call option on a swap in which the buyer has the right, but is not obliged, to enter into...
A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...