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Range Forward Sale

A hedging strategy (part of risk-management strategies) that places a minimum and maximum sale price (similar to a collar) for...

Retractable Swap

An interest rate swap that grants the fixed rate payer (or also the floating rate payer) the right to terminate…

Remarketable Asset Swap

Also a callable asset swap. It is an asset swap in which the seller retains a call option on the...

Roth Option

A right which is offered by employers, in the US, to employees such that they can contribute after-tax funds to...

Roll-Out

An option-related strategy that is based on the replacement of a position by closing out one option with a near-month...

Roll Back

An options strategy that involves the replacement of a position by closing out one option contract with another that has…

Reverse ZC Swap

A zero coupon swap (ZC swap) in which payments are reversed. That is the zero coupon payment is made at…

Round Trip

The opening and subsequent closing of a position such that the original position is returned to before starting to enter…

RCDS

It stands for recovery lock CDS; a credit default swap (CDS) entails the exchange of a floating recovery amount for…

Relinking

The action which an investor takes by entering into an interest rate swap in order to offset an exposure to…