An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...
An asset swap that is combined with a structured note. The swap is effectively used to convert the note into…
It stands for convetible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,…
An asset swap which has a callable convertible bond (CB) as underlying. The underlying convertible bond is associated with a…
The process of breaking up a convertible bond (CB) into two structured products: an asset swap (credit component) and a…
Also a callable asset swap. It is an asset swap in which the seller retains a call option on the...
An asset swap whose underlying is a convertible security. In terms of composition, it is a combination of an asset…
An asset swap on a par floater (a floater selling at par, i.e., one in which the required return equals...
It stands for callable asset swap; an asset swap in which the seller retains a call option on the underlying...
It stands for relative return swap; an asset swap which pays at a series of pre-determined dates (fixings) the relative...