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Common forms of correlation products include diff swaps and quanto swaps.
In both diff swaps and quanto swaps, the dealer commits to paying a floating foreign rate on a fixed U.
While this rule would prohibit direct foreign capital market holdings, the managers of these investments could gain exposure to foreign debt or equity markets through correlation products such as diff swaps or quanto swaps.
In addition to diff swaps and quanto swaps, several new types of correlation products have been developed in recent years.