Posterior | Station | Prior |
---|---|---|
Finite-Maturity American Put Option
2
Deliverable FX Forward
3
Base Machine
1
Reference Machine
1
Payer Swaption
1
Received Swaption
1
Future
1
Equity European Call Option
3
STIR Call Option
1
Interest Rate Call Option
1
Interest Rate Future
1
Interest Rate Swap
1
STIR Future
1
Constant Maturity Swap
3
STIR Swap
1
CMS Spread
1
CMS Spread Call Option
2
Mid-Curve Call Option
1
CDS
1
Inflation Swap
2
Callable LPI Swap
1
LPI Swap
1
Cliquet Call Option
2
Sensitivity
1
Autocallable
1
Callable Bond
2
Floating Rate Note
1
Callable Floater Bond
1
Put Option
1
Ordinary Share
1
Equity American Forward
1
Endowment Fund
2
Perpetual American Put Option
1
Double Digital
1
PAC
1
FRA
1
Physically Settled Forward
1
Stock Future
1
Book Value
1
What If Pricing
2
Portfolio Optimisation
1
Option
1
CDX
1
Hedged Portfolio
1
Pricing by Replication
1
Lookback Option
1
Zero Coupon Bond
1
Machine Card
1
NDIRS
1
Proving Jensen's Inequality
1
Knock-Out Forward
3
Barrier Option
1
Inflation Asset Swap
1
Inflation Zero Coupon Cap
1
Inflation Zero Coupon Floor
1
Inflation Year-on-Year Cap
1
Inflation Year-on-Year Floor
1
Inflation LPI Cap
1
Inflation LPI Floor
1
Interest Rate Basis Swap
2
Interest Rate Cross Currency Basis Swap
1
Interest Rate Spread Option
1
Interest Rate Fixed Rate Note
1
Non Deliverable FX Forward
1
FX Digital Option
2
FX Vol Swap
1
FX Var Swap
1
Contract for Differences
1
Convertible Bond
2
Interest Rate Deposit
1
Cross Currency Extinguisher
1
Dual Currency Transaction
1
First to Default CDS
1
Swap Spread Widener
1
Perpetual Down‑and‑Out American Call
1
Perpetual Future
1
Reverse Swap
1
Swap Spread Tightener
1
Range Accrual Swap
1
Forward Bond Purchase Agreement
1
FX NDF
1
To-Be-Announced Forward
1
Fixed Recovery
1
Variable Prepaid Forward
1
Forward Swap
1
Guarantee of Swap
1
Guarantee of Security Based Swap
1
Financial Guarantee Insurance of a Swap
1
Financial Guaranty Insurance of a Security Based Swap
1
Direct Loan
1
Participation Loan
1
Basis Option
1
Security Collar with Initial Delta > 90%
1
Security Collar with Initial Delta ≤ 90%
1
FX Deliverable Option
1
FX Non Deliverable Option
1
Listed Option
1
Physically Settled OTC Option
1
Cash Settled OTC Security Option with Initial Delta > 90%
1
Cash Settled OTC Security Option with Initial Delta < 90%
1
Put & Call Combo
1
American Straddle
2
Rate Lock
1
Recovery Lock
1
Repo
1
Securities Conversion
1
Spot FX
1
Structured Note
1
Asset Swap
3
Basket Swap
1
Basis Swap
1
Commodity Swap
1
Steepener
1
Compo Swap
1
Quanto Swap
1
Correlation Swap
2
XCCY Swap
2
Dividend Swap
1
FX Deliverable Swap
1
Portfolio Swap
1
SIFMA Swap
1
LIBOR Swap
1
TRS
2
Trigger Swap
1
Variance Swap
2
Volatility Swap
2
American SIFMA Swaption
1
Bermudan SIFMA Swaption
1
Bermudan LIBOR Swaption
1
American LIBOR Swaption
1
FX Swaption
1
Interest Rate Swaption
1
Replicating Portfolio
1
Portfolio Process
1
FX PRD Callable
1
FX TARN (CTR)
1
FX Quanto Extended Accrual
1
FX Chooser Generic Tarf
1
Chooser Tarn Swap RFR
1
Callable Option
1
Callable Basket Option
2
Binary Option
2
Warrant
1
Callable Warrant
1
CDX Option
1
Swap
1
Autocallable Swap with Knockin
1
Callable Quanto Option
2
Callable Range Accrual Note
1
Cancellable Reverse Convertible Swap
2
Callable Yield Note
1
Issuer Callable Note
1
Bermudan Asian Note
1
Callable Multi-Index Note
1
Callable Swap Note
1
Callable Lookback
1
Constant Proportion Portfolio Insurance
1
CPPI Option
1
Digital Stepper
1
Digital Coupon Note
1
Himalayan Generic
1
Accreting Himalayan
1
Combi-Himalayan
1
Digital Reverse Himalayan
1
Asian Himalayan
1
Minimum Absolute Deviation
1
Minimum Absolute Return
1
Napoleon
1
Range Accrual
2
Accumulator Swap
1
Capped Floored Asian Basket
1
Pricer
1
Solving Static Initialisation Order Fiasco
1
Combi Protector Note
1
Upside Fix Basket Option
1
Best of / Worst of Note
1
Bonus Coupon Note
1
Wedding Cake Option
1
Asian Lookback
1
Relative Return Lookback
1
Basket Coupon Note
1
Basket Resetting Digital Note
1
TARN
1
Turbo Acid
1
Accelerate Return Note
1
Worst of Basket Ratchet
1
Worst of Basket Barrier
1
Reverse Swing
1
Skipton Digital
1
Accumulator Fader
1
Rainbow Asian
1
Rainbow
1
Risk Reversal
1
Callable Range
1
Reverse Range Accrual Swap
1
Discrete Single Barrier
1
Discrete Double Barrier
1
Continuous Double Barrier
1
One Touch Up/Down
1
No Touch Up/Down
1
Double One Touch
1
Double No Touch
1
Quanto Option
1
Asian Quanto Option
1
Cliquet Put Option
1
Forward Starting Equity Call Option
1
Composite Option
1
Variance with Caps and Floors
1
Volatility with Caps and Floors
1
Index Variance Swap
1
Callable Convertible Swap
1
Puttable Convertible Swap
1
Spread Option
1
Asian Call Option
1
Asian Option
1
Basket Forward
1
Puttabe Basket Option
1
American Call Option
1
European Option
1
Average FX Forward
1
FX Future
1
FX Swap
1
FX TARN
1
FX Time Option
1
Equity Default Swap
1
Volatility Future
1
Volatility Option
1
Option
1
Equity Total Return Swap
1
Repack
1
Collateralised Equity Obligation
1
Equity-Linked Participation Swap
1
Equity-Linked Cancelable Swap
1
Forward
1
Asian Forward
1
Commodity Future
1
Commodity Forward
1
Averaging Swap
2
Swaption
2
Asian Swaption
1
Asian Swaption
1
Commodity Future Option
1
Interest Rate Cap
1
Strip of Call Options
1
Commodity Cap
1
Strip of Put Options
1
Commodity Floor
1
Step-up / Step-down CDS
1
Digital CDS
1
Cancellable CDS
1
CDS Option
1
Bond Total Return Swap
1
Loan Total Return Swap
1
Discounted Debt
1
Interest Rate-Bearing Debt
1
Interest Rate Future Option
1
Interest Rate Put Option
1
Capped Interest Rate Swap
1
Interest Rates Bermudan Swaption
1
Cancellable Swap
1
Breakable Interest Rate Swap
1
Credit Asset Swap
1
Interest Rate Asset Swap
1
European Interest Rate Swaption
1
Bond Future
3
Bond Future Option
2
Bond Forward
1
Bond Total Return Swap
1
Market Machine Measure
3
Coupon Bond
2
Bond Option
2
Energy Transfer Option
1
Delta
1
Booked Trade Pricing
1
Exchange Traded Market Machine
1
Portfolio
1
One Shot Trade
1
Inflation Period-on-Period Cap
1
Inflation Period-on-Period Floor
1
Interest Rate Callable Steepener
1
Callable XCCY Swap
1
FX Infl-Linked Callable IR Return Agrmt
1
IR Callable Quanto SRA
1
Interest Rate Callable Quanto Cross Rate Agreement
1
Duration Adjusted Interest Rate Cap
1
Duration Adjusted Interest Rate Floor
1
Conditional Interest Rate Cap
1
Conditional Interest Rate Floor
1
Outright Swap
1
American Put Forward
1
Short Forward
1
American Put Option
1
European Straddle
1
Dividend Adjusted American Call
1
Interest Rate Fly
1
Collaterised Mortgage Obligation
1
CMO Floater
1
Inverse IO Steepener Trade
1
MBS
1
Silver
1
Reference Rate
1
Base Rate
1
FX European Call Option
1
Reverse Convertible Bond
1
Interest Rates Quanto Floater
1
Floating Rate Loan
2
Fixed Float Swap
1
Fixed Fixed Swap
1
ET Option
1
Inflation Custom Cap
1
Inflation Custom Floor
1
Interest Rates Extended Berm
1
Interest Rates Extended FXRA
1
Interest Rates Extended FX Steepener
1
IR Fixed-Float Averaging Swap
1
Inflation Floater
1
IR Float-Float Averaging Swap
1
Foreign Funding Bermudan Swaption
1
Interest Rates Foreign Funding Floater
1
Foreign Funding Swap
1
FXIRRA
1
Inflation Scalar Product
1
MTM XCCY Basis Swap
1
MTM XCCY Fixed–Float Swap
1
|
NAMES
Financial Product
1
Financial Instrument
1
Product
1
Market Machine
4
Deal
1
Risk Subject
1
Trade Representation
1
Financial Structure
1
DESCRIPTIONS
Lorem Ipsum is simply dummy text of the printing and typesetting industry. Lorem Ipsum has been the industry's standard dummy text ever since the 1500s, when an
unknown printer took a galley of type and scrambled it to make a type specimen book. It has survived not only five centuries, but also the leap into electronic typesetting, remaining essentially unchanged. It was
popularised in the 1960s with the release of Letraset sheets containing Lorem Ipsum passages, and more recently with desktop publishing software like Aldus PageMaker including versions of Lorem Ipsum.
1
Lorem Ipsum is simply dummy text of the printing and typesetting industry. Lorem Ipsum has been the industry's standard dummy text ever since the 1500s, when an
unknown printer took a galley of type and scrambled it to make a type specimen book. It has survived not only five centuries, but also the leap into electronic typesetting, remaining essentially unchanged. It was
popularised in the 1960s with the release of Letraset sheets containing Lorem Ipsum passages, and more recently with desktop publishing software like Aldus PageMaker including versions of Lorem Ipsum.
1
KEYWORDS
Finance
1
Architecture
1
Pricing Core
1
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Cashflow
4
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