A derivative contract that, like an OTC derivative, is negotiated bilaterally (privately) between the two parties and is booked with...
A complex options trading strategy which involves taking a long position in a ratio call spread (call backspread) and a...
It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...
A form of cross currency swap that entails no exchange of principal in two different currencies at maturity, and only the...
A path-dependent option that is typically embedded in a structured note (range note), allowing the holder to receive a coupon at maturity,...
A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...
An instrument or security whose performance depends at least on two different currencies (i.e., two different markets: domestic and foreign)....
An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...