An abbreviation for total return swap; a type of credit derivative in which the two counterparties agree to exchange the...

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...

An exotic option whose payoff depends on two assets at the same time, rather than one as is usually the...

An option that is linked to two underlying assets. Its payoff is similar to that of a vanilla option on...

A range note in which the coupon depends on the daily fixings of two underlying indexes (such as 3-month Euribor...

The risk that arises from loss-making events with regards to an asset or portfolio of assets. This usually happens when...

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...

An interest rate swap in which one/ both of its legs is/ are based on the yields of a tax-exempt...

It stands for total rate of return swap. A credit derivative in which the total return on a reference obligation...