It stands for constant maturity Bermudan swaption; a Bermudan swaption in which the option (on the underlying swap) can be…

An option that can be exercised on discrete dates before expiration, such as the first of every month. This option...

A middle ground between a European option and an American option. That is, this option can be exercised anytime within...

An option which can be exercised at different times over its life. This feature makes such an option more flexible...

An option that can be exercised on discrete dates before expiration, such as the first of every month. This option...

The expected time to exercise an American option. It also refers to the probability of early exercise on an American option. In other...

A Bermudan derivative which constitutes a Bermudan option on a swap. It is an option on a swap that allows the holder (the option's buyer or the...

An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...