An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...

An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...

An interest rate swap (IRS) in which the fixed-rate payments are increased over the term of the swap and up...

A step option which is equipped with an upward strike price reset mechanism effective within a limited period at a...

A nonstandard interest rate floor in which the floor rate for each floorlet is equal to the sum of the...

An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...

A path-dependent option which is parameterized by a finite knock-in (knock-out) rate. The payoff at expiration is equal to that...

In options realm, a strip is a combination of options whereby two puts and one call are bought on the...

A hybrid combination of various types of derivatives (e.g., a forward contract with an option). Examples include: a knock-out forward,...

An interest rate swap (or virtually any types of swaps) usually has a spot start date which means two business...