The situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration date of the...
An abbreviation for at-the-money forward; the situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration...
A type of mountain range options (on the market since 1990s) that offers the option holder a payoff provided that none of the underlying...
A mountain range option in which some of the best and worst performing stocks are trimmed from the basket of underlying...
A vanilla option which entitles its holder to receive a large coupon payment if the underlying asset/ security never reaches its strike...
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...
A type of transformation that is based on the use of interest rate swaps. It is the process whereby an investor lends money...