A credit default basket option in which the holder receives a cash settlement payment once a credit event occurs, in...

An American-style option in which the underlying is a single stock futures (SSF) or individual equity futures. This option is...

A type of options whose payoffs depend exclusively on the price of an underlying asset at a single future time....

An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...

A credit derivative whose underlying is a single-name reference entity/ asset/ issuer. Every credit derivative contract has two counterparties: a...

A type of credit default swap (CDS) where there is only one reference entity. The reference entity is usually a...

A forward contract/ futures contract that has a flat/ constant contango over the course of its lifespan. Contango occurs when...

Also a DdeltaDvol. It is a tool that measures the changes in delta resulting from changes in volatility levels. Delta,...

A category of exotics that have additional features compared to 1st generation exotics (exotic products), vanilla options, or forwards. Examples...

A category of exotics that have additional features compared to first generation exotics (exotic products), vanilla options, or forwards. Examples...