The difference in quality spread as measured at two different maturities. This difference goes hand in hand with maturity length...

A measure of the quality of a borrower as perceived by the market. It varies over different maturities and for...

A cross-currency, cash-settled futures contract which has an underlying denominated in one currency (e.g., a foreign currency) and is settled...

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

An option (particularly a currency-protected option) whose underlying asset is measured in one currency and the payoff is quoted in...

A credit default swap (CDS) in which the swap premium payments, and/or the cashflows in the case of default, are not in the same currency,...

A type of market risk that arises from unfavorable changes in the correlation between the price of an asset underlying a quanto option and the volatility...

The difference between the CDS quotes in one currency and another. This spread could trade as a standalone product. For example, a...

A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the strike price and the sport price (spot...