A zero coupon note which is constructed by combining a deep in-the-money call option with a deep in-the- money put...

An option (credit option) that provides credit protection to the holder based on two scenarios: default or no default. It...

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...

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

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

The market interest rate which is used (or referred to) to determine the fixed rate leg of a swap. At...

A put ratio backspread which involves selling higher strike put options and buying a lower number of lower strike puts...

An interest rate floor the rate of which is an average of the reference rate over a specific period of...