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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...

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 Option

A cash-settled option that entails the exchange of one currency into another with the premium usually paid in a third...

Foreign Discount Bond Option

An option contract whose underlying is a foreign discount bond (cross currency bond). It is a bond option on a...