An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...

An interest rate swap in which a fixed rate is exchanged for a floating rate, with the latter being set...

A binary option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...

A swaption which activates or comes into life when the swap coupon crosses a threshold level or “barrier”. It comes...

The specified interest rate, or any underlying price, that activates (knocks in) or deactivates (knocks out) a barrier option. The...

A floating-rate note in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds or...

A warrant in which the underlying index remains above (for a call warrant) or below (for a put warrant) a...

A warrant in which the underlying price/ rate remains above (for a call warrant) or below (for a put warrant)...

Going long the basis, or more specifically the purchase of a cash-market investment instrument such as cash bonds or index...

A hedging transaction which involves buying futures contracts (long futures) to protect an investor against possible increases in the price...