A barrier floater in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls below a...

An abbreviation for keep it simple, stupid!. The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit,...

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

A barrier floating rate note in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls...

A variation of corridor option. In this structure, the holder will no more accrue coupon interest as soon as the...

It stands for knock-out option; an option that automatically deactivates or expires only when a certain price of its underlying...

An option that automatically deactivates or expires only when a certain price of its underlying (disadvantageous to the option seller)...

A type of multi-asset hybrid note which pays the holder fixed periodic coupons, typically above market rates, in addition to a final coupon...

An interest rate cap which is placed on a floating rate, requiring premium payment if a knock-out trigger rate is...

A barrier floor whereby protection exists or activates (knocks in) only if the floating interest rate crosses the barrier (the...