A combination of a forward contract and a trigger option, whereby the buyer can enter into an outright forward at...

An interest rate floor whose existence or activation depends on a floating rate or index falling below a certain barrier...

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

A swap which allows one of the counterparties to lock in the spread between two different points on a particular...

A provision which is typically attached to a CAPS option, whereby it terminates before expiration date and is settled at...

An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...

An option contract whose payoff depends on the price of an regular option at a single future time. For instance,...

A total return swap which has inflation total return as underlying. It entails the exchange of inflation total return for...

A swap which entails the exchange of the total rate of return of a bond market, or a segment within...

A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...