Filter by Categories
Accounting
Banking

Subsidized Collar

A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...

Straddle Purchase

An option combination that longs a call and a put simultaneously in order for an investor to protect himself/ herself...

Straddle

An option combination that longs a call and a put simultaneously in order for an investor to protect himself/ herself...

Swap Futures Option

An option on a swap futures. This option replicates the European-style convention of an OTC option with exercise taking place...

Swap Rate Yield Curve

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

Swap Curve

A yield curve that depicts the relationship between the swap rate and maturity of a swap. In cases where the...

Swaption

An option on a swap, that is, an option contract which allows the holder to enter into a swap. An...

Snowbear

A hybrid derivative instrument that is similar to a snowball. Actually, it is a snowball structured as a bearish note...

Snow Bear

A hybrid derivative instrument that is used by investors willing to bet on rising rates in a binary (digital) fashion....

Snowblade Swap

A snowball swap which has an automatic redemption feature added to it. This swap can be terminated upon a TARN...