A type of a range accumulation option which has a digital payout conditional on the reference price or rate remaining...

A combination of a lookback call option and a lookback put option which both have the same trade date and...

A floating-rate note (floater) in which the coupon is determined entirely or to a large extent by an embedded range...

A structured note that provides investors with an above market coupon, but against foregoing coupon payments when the floating rate...

It stands for range knock-out floating rate note; a structured note (a floating-rate note) that provides the holder with higher...

A structured note (a floating-rate note) that provides the holder with higher interest payment (coupons) than an ordinary floating rate...

A floating-rate note (floater) in which the coupon is determined entirely or to a large extent by an embedded range...

A credit default swap (CDS) entails the exchange of a floating recovery amount for a fixed recovery amount. For example,...

A double barrier knock-out option that is combined with a currency forward having an rebate feature. More specifically, the buyer...

A swap in which a fixed recovery rate is exchanged for a real recovery rate following a credit default. This...