A – Page 18 – Fincyclopedia

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Asset Swap Switch

An asset swap which has an embedded option (a spread option between the substitutable assets) allowing the holder to substitute...

Asset Allocation Swap

An equity swap in which the equity return is linked to whichever is higher of two equity indices. For example,...

Adjustment Swap

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with...

ATMF Call Option

An at-the-money forward (ATMF) call option is a call with a strike price equal to the forward price of the...

ATMF Put Option

An at-the-money forward (ATMF) put option is a put with a strike price equal to the forward price of the...

Atlantic Spread

The spread that forms when an investor/trader holds position in a European option and a corresponding American option. This options...

At-The-Money Elasticity

The elasticity of an option where its value increases (for a call) or decreases (for a put) almost one-for-two with...

At-The-Money Volatility

A tool that measures the calculated or implied mid-rate volatility for an ATM option for a specific expiration date. In...

ATMS

An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...

ATMF Straddle

A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in...