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Derivatives

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  • November 29, 2020
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FVA Straddle

An at-the-money forward straddle that underlies a forward volatility agreement (FVA). This agreement involves buying or selling the straddle at a preset volatility on a particular date in the future.

The future date is typically known as the strike set date. On this date, the strike of the straddle is determined, whilst the premium is determined on the trade date.


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