An asset swap which has an embedded option (a spread option between the substitutable assets) allowing the holder to substitute...

An OTC option which is written on a spread. The spreadtion is usually used to lock in the difference between...

An OTC option which is written on a spread. The spread option is usually used to lock in the difference...

A spread option position whereby the price of the option purchased (long option) is larger than the price of the...

A spread option position whereby the price of the option purchased (long option) exceeds the price of the option sold...

A spread option (an interest rate derivative) that pays a coupon based on the differential between the CMS rate over...

An option (specifically a dispersion option) which gives the holder the right to exchange one asset for another. It is...

An interest rate swap in which one leg is pegged to a floating index, e.g., 3-month LIBOR, while the other...

A spread option (an interest rate derivative) that pays a coupon based on the differential between the CMS rate over...