A barrier floater in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls below a...

It stands for knock-out floating rate note; a barrier floating rate note in which the coupon is deactivated (knocked-out) if...

A barrier floating rate note in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls...

The breakeven coupon on a swap is the coupon that gives the swap a zero value. For example, in a...

An exotic cross-currency swap whose maturity is typically long-dated, up to 30 years, while its coupons are options on the...

It stands for power reverse dual currency swap, which is an exotic cross-currency swap whose maturity is typically long-dated, up...

A debt instrument (such as a bond, note, etc) in which the coupon rate depends on some multiple of the...

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

A hybrid derivative instrument that is used by investors willing to bet on rising rates in a binary (digital) fashion....

A snowball swap which has an automatic redemption feature added to it. This swap can be terminated upon a TARN...