It stands for constant maturity Bermudan swaption; a Bermudan swaption in which the option (on the underlying swap) can be…
An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of...
A Bermudan swaption in which the option (on the underlying swap) can be exercised on every reset date from present...
A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded Bermudan swaption,...
A Bermudan swaption whose maturity date is set as the last reset date of the underlying swap. It is also...
A bond that pays a coupon below market floating rate but allows the issuer, thanks to an embedded 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...
An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...