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In-The-Money Swaption

A swaption (swap option) in which the strike price of the option is less than the forward rate (in the swap). This in-the-money option (in...

    In-The-Money Swap

    A swap in which the present value of the net fixed-rate payments is less than the net present value of the...

      ITM Swap

      It stands for in-the-money swap; a swap in which the present value of the net fixed-rate payments is less than the net present...

        At-The-Money Swaption

        A swaption (swap option) in which the strike price of the option and the forward rate (in the swap) are...

          ATM Swaption

          It stands for at-the-money swaption; a swaption (swap option) in which the strike price of the option and the forward rate (in...

            At-The-Money Swap

            A swap in which the present value of the net fixed-rate payments is equal to the net present value of the net...

              ATM Swap

              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...

                OTM Swap

                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...

                  Out-of-The-Money Swap

                  A swap in which the present value of the net fixed-rate payments exceeds the net present value of the net floating-rate receipts...

                    CDS

                    An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...