A variance swap in which the underlying’s price should fall within a specified range or corridor if its squared return...

The risk that arises from an underlying rate/price of a range-type derivative sliding outside the specified range. For example, the...

A floater that pays periodical payment (coupons) calculated on the basis of the number of days during the preceding interest...

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...

A path-dependent option that is typically embedded in a structured note (range note), allowing the holder to receive a coupon at maturity,...