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Destructured Asset Swap

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Finance

Window Barrier Reverse Convertible

February 4, 2023
Finance

Worst-Of Multi-Barrier Reverse Convertible

February 4, 2023

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An asset swap that is combined with a structured note. The swap is effectively used to convert the note into a simple floating rate note (FRN, floater).

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Related Tags

  • Asset Swap
  • Derivatives
  • Destructured Asset Swap
  • Floater
  • Floating Rate Note
  • FRN
  • Note
  • Structured Note
  • Swap
Destructured Asset Swap

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