A swap in which one counterparty makes a fixed payment to the other counterparty against a floating spread that corresponds...

It stands for relative performance option; an option which pays the holder the difference between the price return of two...

An option which pays the holder the difference between the price return of two different assets such as a pair...

An equity swap in which one leg is the performance of an equity index and the other leg is the...

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

An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...

A commodity swap which allows a refiner to hedge against a narrowing spread between crude oil prices and the prices...

A variant on a bear put spread, and a strategy similar to the bull ratio spread in almost all aspects...

An option trading strategy (a credit spread) which involves selling at-the-money and in-the-money options and purchasing a larger number of...

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...