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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Conditional Forward

A structured forward contract which gives the holder the right, without the obligation, to buy or sell forward at maturity…

Conditional Option

A standard option in which the payoff is derived under a specific condition imposed by the model on its underlying…

CDS Price

The price of protection that is extended by a protection seller to a protection buyer in a credit default swap...

Clearing Connectivity Standard

An industry standard/ format that is designed to enhance over-the-counter derivatives (OTC derivatives) reporting and information exchange for asset managers,...

CCS

An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...

Cash and Carry Arbitrage

An arbitrage technique that involves trading between the futures and spot markets by buying the underlying of a futures contract...

Credit Portfolio Derivative

A credit derivative in which the underlying is a portfolio of credit names (credit portfolios). This type of derivatives is...

Currency Derivative

A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...

Currency Option

An option contract (a currency derivative) that gives its holder the right, but without the obligation, to buy or sell...