A variant of the range forward contract which has some type of participation in the movement of the underlying below...

An interest rate collar that allows an investor or borrower to mitigate or limit exposure to unfavorable interest rate changes...

An option that allows the holder to enter into a participating swap. In other words, the holder has the right...

A swap which allows one of the counterparties to participate in favorable movements in the underlying rate/price, while giving that...

A forward contract which is enhanced with an embedded floor to protect the holder from substantially adverse price movements in...

In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

A regular stream of payments made by the protection buyer to the protection seller in a default swap (a credit...

An interest rate swap by which the counterparties agree to an interest rate that differs from the prevailing market rates....

A put option on a call option. It gives the holder the right, without the obligation, to sell a call...

A swap that references a set of single name credit default swaps. The portfolio will be customized to meet the...