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Forward CDS

A credit default swap (CDS) which comes into life at some future start date, provided that no default event occurs...

First-To-Default Basket Default Swap

A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...

Flat Rate Forward

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

Forward-Start Cap

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...

Forward-Starting IRS

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

Flip Swap

A single currency swap or a cross currency swap in which the client receives a fixed or floating interest rate...

Floored Put

A limited-payout option where potential gains from a downward movement in the underlying asset are "floored" or limited by a...

Floating Rate Forward

A forward contract (forward), particularly a structured forward on a metal commodity (e.g., gold), which fixes the corresponding spot rate...

Futures-Style Option

Not to be confused with a futures option, it is a futures contract on an option’s payoff. In fact, a...

FTD Basket Default Swap

A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...