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Soft Call Convertible Bond

A convertible bond (CB) that can be called by the issuer any time over its life (time to maturity) or any time after a...

Conditionally Callable Convertible Bond

A convertible bond (CB) that can be called by the issuer any time over its life (time to maturity) or any time after a...

Contingent Premium Option

An option contract for which no premium is paid upfront by the buyer (long). However, a pre-specified premium should be paid if the option...

Capped Option

An option with an cap placed on payout or price, and which is automatically exercised when the underlying closes at or above (for a call)...

Interest Rate Caption

An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...

Caption

An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...

Caplet

One call option in a cap. More specifically, it is an over-the-counter call on interbank deposit rates or LIBOR rate. An interest rate cap can be thought...

Cap

1) an OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...

Call Option

An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...

Call

An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...