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Recovery Forward Contract

A double barrier knock-out option that is combined with a currency forward having an rebate feature. More specifically, the buyer...

Currency Forward

A forward contract which allows the holder to lock in today an exchange rate at a future date. With this...

Capped Forward

An option-based strategy that involves buying a synthetic off-market currency forward and simultaneously buying another option, in order to avail from favorable...

Xccy Bermudan Swaption

An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...