It refers to unrealized capital profits in an open position in options or futures (or generally in an investment portfolio).…

A hybrid instrument that gives the holder a long position in a straight debt instrument in addition to the right (option)…

It refers to unrealized capital losses in an open position in options or futures (or generally in an investment portfolio).…

It stands for bond-over-stock warrant; an outperformance warrant in which the payout is determined based on the performance of a…

A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against…

A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying price reaches a…

A credit linked note (CLN) whose redemption and coupon payments are linked to a single default event and also depend…

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…

The determination of the monetary amount at which an asset/ liability is to be recognized in the balance sheet using...

It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…