An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the…

An options strategy that is based on two accumulator-in one-sided knock-out options on two different notionals and activation (knock-in) triggers.…

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

A basic interest rate swap whereby a fixed rate is paid for a floating rate in the same currency. In...

The notional principal of a derivative contract such as a forward contract, futures contract, option, or swap. For example, the...

A foreign exchange contract in which the notional is determined by a specific tradable financial price/ asset. For instance, the...

An option which has, like a European option, a fixed expiration date (it can only be exercised at that date),...

Any type of changing notional principal swaps which are essentially designed to meet the financing or foreign exchange needs of...

A swap that varies in notional principal, rate or spread periodically to mimic predictably variable cashflows. As such, all notional,...

The vega value of a derivative instrument, a spread, or a position multiplied by the notional principal. It corresponds to...