Another term for modified duration; a tool that is used to measure the change in the value of a financial...
It stands for participatory note; a note that is used by investors to gain exposure (participation in the upside) to...
A note that is used by investors to gain exposure (participation in the upside) to an equity investment, such as...
A structured note that guarantees capital (hence the name: capital protection note). This note (which is also known as a...
A structured note that guarantees capital (hence the name: capital protection note). This note (which is also known as a...
An equity-linked structured product that allows the investor to potentially profit from the underlying stock performance. To that end, the investor can...
A long-dated FX product which allows counterparties to link to floating-rate benchmarks in the funding currency. This target redemption note (TARN), as the...
The difference between a hypothetical note's yield and the Treasury note's actual yield. The hypothetical note's yield is the full price...
An equity-linked note (ELN) that allows the investor a full participation on the upside, while its protection on the downside...
A zero coupon note which is constructed by combining a deep in-the-money call option with a deep in-the- money put...