An asset swap in which one counterparty delivers a risky asset (bond, floater, etc) to the other in return for par value. In other words, one...
It stands for money-market derivative: a short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives...
A short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives include short-term interest rate futures and forward rate agreements (FRAs), short-dated...
An option that allows the holder to repeatedly exercise the right to receive greater or smaller amounts of the underlying. In...
It stands for intercontinental exchange rate. By definition, it is the mid-price for interest rate swaps (the fixed leg) and...
An abbreviation for inverted curve enhancement swap; an interest rate swap that places a minimum level (floor) under the floating rate in consideration...
A derivative that involves the exchange of a fixed rate of interest on a certain notional amount for a floating rate...
It stands for interst rate swap; an exchange of a fixed rate of interest on a certain notional amount for a floating rate...
This second-order greek expresses the quality of gamma in terms of the time decay (rent). Therefore, it indicates the quality of the earnings from...
A CPI-linked swap where counterparties exchange a floating nominal rate like LIBOR on an annual basis against an inflation-indexed bond...