A yield enhancement note that provides capped upside participation (exceeding 1 to 1, i.e., above 100%, subject to the cap...

The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...

A slang term for a set of special or exceptional features that are added to ordinary investments or instruments in...

A debt instrument (note) which comes with a step-up coupon; the amount of its coupon increases over time to maturity....

A bond (specifically a callable step-up bond) whose coupon is increased more than one time over its life. This bond...

A callable range accrual note (CRAN) that provides the accumulation of enhanced daily coupon payments as long as the reference...

A medium term note that offers yield enhancement with a contingent buffer, on one underlying or more (references), subject to...

A callable note that pays a floating rate coupon for its entire tenor. This floater allows the issuer to early...

A floating rate note (FRN) which in which interest (coupon) accrues only on days when the reference rate (floating rate)...

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other...