A clause in a contract, agreement or contractual obligation, such as a swap, whereby it is allowable to terminate the…

An interest rate swap which allows a firm to pay a fixed rate and receive a floating rate with an…

An accumulator option in which the payoff depends on the spot price being above or below the predetermined trigger. Each...

A reset option whose strike price can reset at fixed dates depending on the arithmetic average value of the underlying,...

An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...

A counterparty to a swap agreement that has experienced a termination event such as illegality (change in any law or...

An amortizing swap (an interest rate swap) in which the notional principal is amortized or decreased based on the movement...

An option on a credit default swap (CDS) or a collateralized debt obligation (CDO). A default swaption is an OTC...

An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...

A market where standardized derivative contracts are traded, as defined by the exchange in terms of contract size, maturity, denominating...