An option-based strategy which is established by purchasing a European-style option (the cap) and selling of another (the floor), both...

A floater that pays periodical payment (coupons) calculated on the basis of the number of days during the preceding interest...

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...

An option contract that grants the holder the right, without the obligation, to buy or sell a money market futures...

A type of multi-asset option in which the payoff is based on the better or worse performing of two underlying...

An option on foreign assets where the writer of the option bears the exchange rate risk against a premium paid...

An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...

An OTC option (interest rate cap) that provides the holder, usually a mortgage company, with protection from a potential loss...

A one-touch option which pays a preset amount at the point when the underlying touches the barrier, rather than at...

It stands for Eurodollar option; a money market futures option which is based on Eurodollar futures. It is among most...