A volatility swap with a corridor on its underlying asset/ price/ rate, etc. Corridor volatility swaps accumulate the volatility arising...

A combination of two interest rate caps, literally: a long position on an interest rate cap and a short position...

It stands for expected to accrue return on nominal. One of the numerous names for corridor option. By definition, it...

One of the numerous names for corridor option. By definition, it is a path-dependent option that is typically embedded in...

A type of snowballs in which the coupon is based on the previous coupon plus a strike level, with the...

Another name for the snowrange; a type of snowballs in which the coupon is based on the previous coupon plus...

A floating rate note that pays periodical payment (coupons) calculated on the basis of the number of days during the...

A bond (note) that pays interest only if the floating interest rate (such as LIBOR) or an interest rate option...

An interest rate swap that is designed so that payment obligations occur only when the reference rate is within some...

A combination of two interest rate caps, literally: a long position in an interest rate cap and a short position...