Unlike standard credit default swaps which require a valuation following a credit event (usually default), fixed-recovery credit default swaps (CDS)...

A swap (specifically a cross-currency interest rate swap) which is based on two fixed rates in the same currency or...

Unlike standard credit default swaps (CDS) which require a valuation following a credit event (usually default), fixed-recovery credit default swaps...

An option that gives the holder the right, without the obligation, to exchange a specific amount of money denominated in...

The spontaneous purchase and sale (swap) of two identical amounts in two different currencies with two different value dates. Differently...

A variable notional swap in which the notional is reset after a payment in response to the change in a...

One put option in a floor. In other words, a floorlet is one put option in a series of sequentially...

An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...

An interest rate swap that involves the future exchange of two series of cash flows. This swap allows hedgers to...

A combination of an Asian option with a forward start option. This option becomes active at a future date from...