An inflation swap where the two counterparties exchange an inflation rate against a fixed rate every year. This swap is...
A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...
The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: YY...
An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...
A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...
A type of equity derivative; it is a structured convertible security (equity-linked note- ELN) issued by Lehman Brothers. It was...
A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...
It stands for yield enhanced stock; a type of equity derivative; by definition, it is a type of convertible preferred...
A type of equity derivative; by definition, it is a type of convertible preferred that has a preset cap on...
An option to enter into a year-on-year “inflation-indexed” swap (YYIIS) at a prespecified date for a prespecified swap rate. In other words, this option allows...
