It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...

In essence it belongs to the class of barrier options. Thanks to the knock-out mechanism, this swaption has the potential...

A structured instrument which consists of long put and short call positions particularly in currencies. A KIKO (knock-in knock-out) forward...

A barrier swaption in which protection exists or activates only if the swap rate crosses the barrier. In essence it...

An option that automatically activates or comes into life only when a certain price of its underlying is hit. For...

A combination of a knock-in option and a knock-out option. More specifically, a KIKO option has two barriers: a knock-in...

A forward contract which has a knock-out barrier, allowing the holder whereby to avoid unfavorable moves in spot price down...

A barrier option that is equipped with a knock-out (KO) barrier- a barrier that allows it to deactivate (knock out)...

A barrier option that is equipped with a knock-out barrier- a barrier that allows it to deactivate (knock out) immediately...

It stands for knock-out floater; a barrier floater in which the coupon is deactivated (knocked-out) if the reference interest rate...