A step-up callable note whose initial coupon is well above market rates (for vanilla bonds) and which allows more than one step-up (increase) in its...

A note that gives the issuer the right to buy back (call) the note at a predetermined price (call price)...

A callable note (and a type of callable instruments) whose coupon rate is increased (i.e., “stepped up”) at specific points...

A bond that contains a provision giving the issuer the right to buy back (call/ redeem) the bond at a predetermined...

A bond that contains a provision giving the issuer the right to buy back (call) the bond at a predetermined price (call...

A tool that measures the amount of change in the delta of a derivative (most often an option) in response to a unit change in...

An option that can be exercised on discrete dates before expiration. In other words, the holder has to mark two conditions for...

This second-order greek expresses the quality of gamma in terms of the time decay (rent). Therefore, it indicates the quality of the earnings from...

A call option on a swap in which the buyer has the right, but is not obliged, to enter into...

A call option on a swap in which the buyer has the right, but is not obliged, to enter into...