A swap that comes with an embedded option whereby a counterparty has the right to activate or deactivate the swap...

An event to which barrier options (or other derivatives such as warrants, swaps, etc.) are subject for payoff determination. It...

A condition occurring in barrier options where their being knocked-in (activated) or knocked-out (deactivated) depends on a specific underlying price/...

Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually default), binary swaps simply specify...

A type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

A type of cross value adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...

A transaction which is struck to offset a short option position. For instance, if an investor is short on March...

An interest rate option whose payoff is determined either as a fixed interest payment for an in-the-money option, or nothing...

A financial model used to value interest rate options based on a single factor (a single stochastic input), which is...