An abbreviation for dynamic portfolio swap; a credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may…

A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…

A convertible security which constitutes a listed structured product issued by a company on its stock and embedded with a…

It stands for premium adjusted spot delta; a spot delta (standard sensitivity of a vanilla option with respect to changes...

A floor (interest rate floor) which provides protection against interest rate downward fluctuations for a future period starting at some…

A cap (interest rate cap) which provides protection against interest rate upward fluctuations for a future period starting at some…

An interest rate floor that has a forward start date. In other words, the floor comes into effect at some…

A variant of a barrier option in which the right to exercise deactivates or becomes inactive if the actual “spot”…

A type of barrier options (a floored put) which is associated with a strike price and a floor barrier below…

A type of barrier options which is associated with a strike price and a cap barrier above the strike price.…