[TR거래] 장외파생상품 종류

1. SWAP

IR	Fixed-Floating IRS/ Basis IRS / Fixed-Fixed Cross Currency IRS / Zero Coupon IRS / callable CMS Spread Range Accrual IRS
FX	FX Swap / Structured FX Swap
EQ	Variance Swap / Total Return Swap
CR	Credit Default Swap / Basket Default Swap

 

2. Option

IR	IR Cap / IR cap Floor straddle / Fixed-Floating IRS Swaption
FX	Vanilla Call Currency Option / Digital Call Option / USDKRW seagull
EQ	vanilla Call Option / Call Option with Knock out Barrier

 

3. Forward

IR	Single name Bond Forward / Forward Rate Agreement
FX	Forward / non delivery Forward / Target Redemption Forward / USDKRW Range Forward / Asian Forward