An acronym for cross-currency cross-index basis swap; A cross-currency swap in which one party pays a floating rate (LIBOR) denominated...

In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

An interest-only bond (tranche) that receives the excess interest (difference between the coupon rate on the underlying tranches and the...

It stands for a snowball interest rate swap; a structured swap which consists of a funding leg and a coupon...

It stands for target redemption note; an index linked note that terminates whenever a maturity is reached or the total...

It stands for target redemption swap: a swap- or virtually a series of forward contracts- whereby the agreement terminates when...

It stands for target redemption option; an exotic option that gives the holder the right to receive a stream of...

It stands for target redemption option; an exotic option that gives the holder the right to receive a stream of...

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...