A gradual decrease in the quality (credit rating, credit quality) of a credit (a security or an issuer) or a...

A variant on a bear put spread, and a strategy similar to the bull ratio spread in almost all aspects...

An equity-linked note (ELN) that allows the investor a full participation on the upside, while its protection on the downside...

A party to a credit default swap (or any other type of swap) that pays the other counterparty (known as...

A party to a credit default swap (or any other type of swap) that takes on the credit risk of...

An iron butterfly that is biased upward or downward by selling only one of the out-of-the-money options of the strangle...

A swap which partially matches the debt it was picked to alter its underlying interest rate (whether from fixed to...

The up-front price a put option buyer (long) pays to a put option seller (short) against the right to exercise...

A trade that consists of taking a position in a bond and an opposite position in a swap for the...

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...