An option (here a put) that gives a issue the right, but not the obligation, to put a bond (puttable...
A swaption (swap option) in which the strike price of the option and the forward rate (in the swap) are...
It stands for at-the-money swaption; a swaption (swap option) in which the strike price of the option and the forward rate (in...
A swap in which the present value of the net fixed-rate payments is equal to the net present value of the net...
It stands for at-the-money swap; a swap in which the present value of the net fixed-rate payments is equal to the net present...
An option (here a call) that allows the holder of a callable bond (which is also a convertible bond) to...
An option (here a call option) that allows the holder of a callable bond (which is also a convertible bond)...
A short form of out-of-the-money swap; a swap in which the present value of the net fixed-rate payments exceeds the net...
A swap in which the present value of the net fixed-rate payments exceeds the net present value of the net floating-rate receipts...
An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...