A range accrual note (RAN) that is a structured in such a way that the coupon is linked to the...

A range accrual note (RAN) that is a structured in such a way that the coupon is linked to the...

A snowball whose coupon depends on the previous coupon plus the difference between a strike level and the 10-year constant...

A constant maturity option (a floortion on a constant maturity swap) which gives the holder the right to place a...

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

A note or bond whose coupons are based on the difference between two floating-rate indexes. Typically, these notes or bonds...

It stands for constant maturity swap ; a yield curve swap in which one leg is referenced to constant maturity...

A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...

The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...

A hybrid derivative instrument that is similar to a snowball. Actually, it is a snowball structured as a bearish note...