A single component of a quanto cap. In other words, it is a caplet whose payout is payable in a...

A single component of a quanto floor. In other words, it is a floor whose payout is payable in a...

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

A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...

A combination of three options: a quanto option, a forward starting option, and a floating strike Asian option. More specifically,...

A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....

A swaplet that constitutes an agreement in which one counterparty makes floating rate payments based on a foreign forward rate...

A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against...

An exotic barrier option whose payoff is often paid in a currency other than the underlying currency pair. For instance...

A type of FX option whose payoff is determined based on a contractually agreed exchange rate and the difference between...