A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...

An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

A type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity. This swap...

A zero-cost collar which combines an at-the-money short call and a long put, in addition to a long position in...

A swap agreement made between a municipality (a city or town local council) and a financial intermediary, in which the...

A cylinder option that involves the purchase of a FX call option and the selling of a same-currency FX put...

An option trading which is arranged such that the premium received from an option sold (short option) compensates for the...

A payer zero-coupon inflation-indexed swaption is an option which gives the holder the right to enter into a payer zero-coupon...

A tranche that has some similarities to a zero-coupon bond. A Z tranche (zero tranche) consists of Z bonds. By...

It stands for zero-volatility spread. The basis points which are added to the yield at each point on the spot...