It stands for gross processing margin; the difference between the cost of soybeans (the total cost of production) and the...
It stands for expected to accrue return on nominal. One of the numerous names for corridor option. By definition, it...
The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...
It stands for expected credit loss; the long-term average cost that arises from a series of defaults expected to take...
It stands for call or put; an option (or warrant) with an embedded provision giving the purchaser the right to...
An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...
It stands for forward exchange agreement; a contract that involves a foreign currency transaction and entails the payment, at maturity,...
An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...
It stands for long-dated forward rate agreement; a forward rate agreement (FRA) where the is more than one year in...
It stands for double knock-in (double knock-in option); a double barrier option which has two barriers with respect to the...