Products
Thursday, June 10, 2010Underlying Cash
- Floating rate loan / FRN
- Fixed rate loan / lease/ bond
- MM funds
- Term deposits
- Annuities
- Non standard structures and coupons
Vanilla Swaps
- Interest Rate Swap
- In Arrears Swap
- Cap. Floor. Collar
- CMS Cap/Floor
- Digital Cap/Floor
- Knock-In/Out Cap/Floor
- Leveraged vanilla combinations
Constant Maturity Swaps
- CMS Receiver and Payer Swaps.CMS Notes
- CMS Spread Swap.CMS Spread Note
- Leveraged CMS Spread Swaps/Notes
- Leveraged CMS Inverse Floaters
Ladder variations
- Euribor/Libor Ladder Swap/Note
- CMS Ladder Swap /Note
- CMS Spread Ladder Swap/Note
- Leveraged CMS and Euribor Ladder Swap/Note
Range Accrual Variations
- Euribor/Libor Range Accrual
- CMS Range Accrual
- CMS Spread Range Accrual
Multi Asset Variations
- FX or Commodity linked swap
- Index linked Swaps/Accruals
