A reverse floating-rate note (reverse floater) in which the multiplier of the fixed rate is set, at the time the...

A floating-rate note (floater/ FRN) in which the reference rate is magnified by a factor λ (where λ > 1)....

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...

The expected or actual percentage price change in an option's value (or the value of other derivatives position) in response...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

It stands for layer-loss credit default swap; a basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long)...

A credit default swap (CDS) in which the underlying is a syndicated secured loan rather than corporate or sovereign bonds,...

A structured financial product/ security that has a heavily path-dependent payoff consisting of an overall minimum guaranteed return, i.e., a...

A structured investment product which combines a guaranteed payoff with a bonus amount equal to the accumulation of capped periodic...