Filter by Categories
Accounting
Banking

Index Range Note

Another name for corridor option. By definition, this refers to a path-dependent option that is typically embedded in a structured...

Equity Range Note

An exotic derivative which constitutes a range note on a stock or stock index where the payout depends on the...

EARN

It stands for expected to accrue return on nominal. One of the numerous names for corridor option. By definition, it...

Expected To Accrue Return On Nominal

One of the numerous names for corridor option. By definition, it is a path-dependent option that is typically embedded in...

Twin Range Accrual Note

A range note in which the coupon depends on the daily fixings of two underlying indexes (such as 3-month Euribor...

Topsail Note

A range note in which the coupon is determined as the maximum of dollar LIBOR and Euribor plus a given...

Minimum Payoff Range Note

A range note that pays an increased floating range coupon if the floating rate (e.g., LIBOR) fixes within a prespecified...

Range Note

A structured note that provides investors with an above market coupon, but against foregoing coupon payments when the floating rate...

HAMSTER

It stands for hope for a market stabilization in a given range, which is one of the numerous names for...

Digital Range Note

An interest bearing note which pays interest only if the underlying short term rate lies within a predefined range (upper...