The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...

A double diagonal spread that is established by selling a call diagonal spread and a put diagonal spread (i.e., it…

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement…

A calendar put spread that involves selling a far-month put and buying a near-month put of the same strike price.…

A calendar call spread that involves selling a far-month call and buying a near-month call of the same strike price.…

A gut spread that is established by combining short in-the-money calls and short in-the-money puts, with all options having the…

An interest rate swap in which the principal increases according to a predetermined schedule. This type of swap might be…

An abbreviation for short-term interest rate contract. STIR contracts may take the form STIR futures, STIR option, STIR swap, etc.…

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

A callable swap that can be cancelled only on a single pre-determined date in the future. This swap gives the…