Complex OTC Derivatives and Structured （复杂的场外衍生品和结构化的）.pdfVIP

Complex OTC Derivatives and Structured Products Coverage Interactive Data offers valuations for the following types of complex OTC derivatives and structured products through an agreement with Prism Valuation. (Refer to our OTC Derivatives Valuation Service collateral.) Interest Rate Coverage Multi-Callable Swap TARN-Range Coupon Flipflop Bermudan Swaption Cross Currency Swaption Snowball; Snowbear; Snowblade Callable Zero Basis Swaption Installment Option Callable Inverse Floater; Callable Capped Floater Differential Swaption Contingent Premium Option Range Accrual; Callable Range Accrual Quanto Swap; Quanto Swaption Power Reverse Dual Trigger Swap Knock-Out Swap; Barrier Swap Callable Power Reverse Dual CMS Swap; CMS Spread Swap Index Amortizing Swap; Index Amortizing Swaption Triggerable Power Reverse Dual Callable CMS Swap; Callable CMS Spread Swap Auto Cap / Floor TARN-Power Reverse Dual Callable CMS Spread Option Chooser Cap / Floor Variance Swap; Variance Option American Swaption Digital Cap / Floor Brazil Swap; Brazil swaption Ratchet Swap Callable Cap / Floor SIFMA (BMA) Swap TARN-Inverse Floater Lookback Cap / Floor Basis Swap TARN-CMS Spread