An interest rate cap that is paid in a currency different from the one denominating the reference rate. This structure…

A financial derivative that converts underlying asset prices into units of the payoff currency (a currency in which the derivative's...

The week that begins on Monday prior to the Saturday expiration of any four classes of option contracts. The week…

The month that that marks the expiration of any four classes of option contracts. This month, the last month in…

The day on which any four classes of option contracts (stock index futures, stock index options, stock options and single…

It stands for quanto floating range accrual note; a range accrual note (RAN) that has a floating reference for the...

A range accrual note (RAN) that has a floating reference for the in/ out range payments denominated in a foreign...

A swap leg, normally floating, where the currency denominating the notional principal (NPA) upon which the floating payments are based...

A financial product (e.g., quanto option, quanto cap, etc.) that converts underlying asset prices into units of the payoff currency...

A collection of assets in which one or more of the assets are traded in a currency different from that...