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Stepped Capped Floater

A type of capped floored floater in which the capped coupon varies over the life of the note/ bond. An...

Stepped Floored Floater

A type of capped floored floater in which the floored coupon varies over the life of the note/ bond. An...

Stepped Capped Floating Rate Note

A type of capped floored floating rate note in which the capped coupon varies over the life of the note/...

Step-Up Warrant

A warrant that comes with an upward strike price reset mechanism effective within a limited period at a certain future...

Superfloater Interest Rate Swap

An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...

Superfloater Swap

A swap which imitates the characteristics of a superfloater bond for the construction of the floating rate leg. The fixed...

Superfloater IRS

An interest rate swap (IRS) in which the floating rate leg is linked to a bear spread position, such that...

Supershare

An equity derivative which, on its expiration date, entitles the holder to a given dollar value proportion of assets of...

Supershare Option

An option that consists of a series of binary options covering the full range of possible returns of an underlying...

Swap Coupon PVBP

The present value (PV) of the change in the value of a swap that results from to a one basis...