A put option on a swap in which the buyer has the right, but is not obliged, to enter into a swap wherein he...

A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level knocking the option out would...

It stands for reverse knock-out option; a knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level knocking...

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...

An interest rate swap in general and a type of a seasonal swap in particular, in which the tenor can...

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...