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Asset Swaption

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

ASCOT

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

Par Spread

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

Callable Par Asset Swap

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

CBAS

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

Convertible Bond Asset Swap

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

Asset Basket Swap

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

Asset Swap

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

Asset Swap Spread

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

Cash Market Premium

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