A non-standard interest rate floor in which the rate used is a swap rate with a constant maturity. For example,...

It also stands for pay-as-you-go CDS. A credit default swap (CDS) transaction which has as underlying a bond such as...

It stands for pay-as-you-go swap; an inflation swap where the two counterparties exchange an inflation rate against a fixed rate...

It stands for credit-linked certificate of deposit; a credit-linked hybrid that combines a deposit (certificate of deposit, CD) with a...

It stands for delayed range digital option; a digital option in which the payoff accrues as the reference price or...

It stands for double average rate option; a double average option in which the strike price is not set at...

An abbreviation for volatility of volatility, which is a statistical concept implying that volatility of of a series of random...

It stands for at the money; a situation whereby the strike price of an option is equal to (or almost...

It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...

It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...