An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

An abbreviation for asset swapped convertible option transaction; this structure combines both an option and an asset swap. In other...

A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...

A par asset swap whose underlying asset (e.g. a convertible bond) is repackaged with an equity warrant stripped therefrom, with...

It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...

An asset swap whose underlying is a convertible bond. In terms of composition, it is a combination of an asset...

An asset swap which has as underlying at least two assets and has an embedded option (a spread option between...

A swap which is composed of two financial instruments: one with a fixed return and the other with a variable...

A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...

The price of credit risk as traded in the cash market using asset swaps. In other words, it is the...