A debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury rate) and a specific…

An option that changes its type if certain conditions are fulfilled. For example, it may change into an otherwise identical…

A bond with a short period remaining until maturity date. Bonds with less than two years to maturity are often…

A futures contract (a currency futures) in which the underlying is the exchange rate of bitcoins against a currency (broadly…

A vertical spread with a bearish outlook. There are two main bear vertical spread strategies: the bear call spread and…

A type of liability that arises unintentionally (i.e., without fault) or that is looked at without regard to fault. Typically,…

A collateralized mortgage obligation (CMO) that converts a long-term mortgage product with irregular and unstable cash flows into short, medium,…

A series representation that is used for generating the model procedure: the so-called variance gamma process in pricing average rate…

A collateralized mortgage obligation (CMO) that converts a long-term mortgage product with irregular and unstable cash flows into short, medium,…

It stands for convetible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,…