A payer zero-coupon inflation-indexed swaption is an option which gives the holder the right to enter into a payer zero-coupon...

An option to buy (if a call) or sell (if a put) a prearranged multi-name credit default swap (CDS). It...

A swap agreement that kicks in or activates only upon the occurrence of a specified event, whether firm-specific (like mergers...

An swaption that gives the holder, already a counterparty to a quanto swap, the right, without the obligation, to cancel...

A combination of two interest rate caps, literally: a long position in an interest rate cap and a short position...

A swaption which is settled in cash rather than physical. Furthermore, it is a swaption giving its holder the right...

An option on a swap, that is, an option contract which allows the holder to enter into a swap. An...

An option that gives its holder the right, without the obligation, to enter into a forward swap at a given...

A put option on a swap in which the buyer has the right, but is not obliged, to enter into...

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...