A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A cash-settled option that entails the exchange of one currency into another with the premium usually paid in a third...
An option contract whose underlying is a foreign discount bond (cross currency bond). It is a bond option on a...