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Rainbow Barrier Option

An extended barrier option in which the barrier depends on whether the price of another underlying trades through a preset...

Rainbow Swap

Also a blended swap. It is a combination of two or more swaps. For instance, a blended interest rate swap...

Rainbow Equity Swap

A blended equity swap that involves many equity indexes from different countries or geographical locations. This swap is a combination...

Rainbow Option

An option (specifically a dispersion option) which gives its holder the right to exercise on the best or worst return...