An option to enter into a year-on-year “inflation-indexed” swap (YYIIS) at a prespecified date for a prespecified swap rate. In other words, this option allows...

An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of a cross currency...

A swaption (swap option) in which the strike price of the option is higher than the forward rate (in the swap). This out-of-the-money option (in...

It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...

It stands for in-the-money swaption; a swaption (swap option) in which the strike price of the option is less than the forward rate (in...

A swaption (swap option) in which the strike price of the option is less than the forward rate (in the swap). This in-the-money option (in...

A swaption (swap option) in which the strike price of the option and the forward rate (in the swap) are...

It stands for at-the-money swaption; a swaption (swap option) in which the strike price of the option and the forward rate (in...

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option to extend or prolong the...

A swap (interest rate swap, cross-currency swap) which initiates or kicks in at a forward start date which coincides with the date at...