Risk glossary

 

Double-down

A swap with an embedded option that permits the writer of the swap to halve the agreed volume once, and once only, at or before an agreed date. In return, the buyer of the swap obtains a more favourable price.

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: