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Municipal Embedded Derivative Security

aa municipal derivative which constitutes a municipal note embedded with a derivative such as a swap, cap, option, etc. By…

Hybrid Credit Derivative

A credit derivative that consists of components or has features not directly relating to the core or basic contract. Examples...

Host Contract

The instrument or contract that would have existed by its own if the hybrid element (embedded derivative) was not made...

Embeddo

An option which is added to another instrument as a right to exercise in relation to that instrument. However, embeddos,...

Embedded Derivative

A derivative instrument that is attached to a financial instrument in combination with a host contract. The combination of a...

Embedded Option

An option which is added to another instrument as a right to exercise in relation to that instrument. However, embedded...

M-Beddo

It stands for municipal embedded derivative security; a municipal derivative which constitutes a municipal note embedded with a derivative such...

Designation of a Liability at FVTPL

A liability (financial liability) is typically classified and measured at amortized cost. However, a liability may also be classified and...

Hybrid Derivative

A multi-asset derivative whose components don’t belong to the same asset class. In general, financial derivatives can be divided into...

Hybrid Financial Instrument

A financial instrument that is embedded with certain types of derivatives (embedded derivatives). The instrument plays host to the embedded...