An interest rate cap (cap) that comes with no additional features. In other words, the structure of a vanilla cap...

The date on which a financial instrument (such as a bond) or derivative contract (such as a swap) begins to...

An option on a variable-notional swap. This option (swaption) gives the holder the right without the obligation to enter into...

An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...

An interest rate floor which provides, at specific adjustment dates, protection against decreasing interest rates for loans and mortgages. It...

A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...

A standard swap structure in which swaps have generic or well-defined features, especially in relation to coupons, notional principal, swap...

A cap which is placed on the payment of one or both counterparties to a volatility swap. This cap usually...

A swaption in which the underlying swap has a fixed tenor at the trade date. If the option is exercisable...

A foreign exchange contract in which the notional is determined by a specific tradable financial price/ asset. For instance, the...