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CMBS

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

Cross-Currency Bermudan Swaption

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

Constant Maturity Bermudan Swaption

A Bermudan swaption in which the option (on the underlying swap) can be exercised on every reset date from present...

Flip Bond

A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...

Fixed-Tail Bermudan Swaption

A Bermudan swaption whose maturity date is set as the last reset date of the underlying swap. It is also...

Flipper

A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...

Bermudan Swaption

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...

Xccy Bermudan Swaption

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