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CRAN

It stands for callable range accrual note; a debt instrument (range accrual note) where the issuer has the option (call…

Triple Witching Week

The week that begins on Monday prior to the Saturday expiration of any three classes of option contracts. The week leading…

TLO

An acronym for traffic-light option, which is an OTC option that belongs to the class of correlation derivatives, and which…

Commodity Interest-Indexed Bond

An interest-indexed bond in which the coupon rate is linked to the price of a certain commodity such as oil,…

Treasury Bond Futures Option

A bond futures option, usually traded on the CBOT, which gives the holder the right to enter a futures contract…

Covered Warrant

A third-party warrant that is issued by a company (usually a bank or financial institution) on the stock of another…

Trend Option

A variant of an average rate option (Asian option) whose payoff is linked to the trend of its underlying, instead…

Calculation Agent

The party that is charged with the task of calculating the amounts payable under a swap agreement or the value…

Treasury Note Futures

A futures contract in which the underlying is a treasury note. This contract is mainly used by investors seeking to…

Capital Index Bond

An instrument which is used to link the cash flows from a bond to an inflation index. In this bond,…