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Cross-Currency Swap

A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...

Cross-Currency Cap

A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...

Cross-Currency Swaption

A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

Differential Swaption

A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

Circus Option

A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

Cross-Currency Derivative

An instrument or security whose performance depends at least on two different currencies (i.e., two different markets: domestic and foreign)....