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ATO

It stands for agricultural trade option; an OTC commodity option that is traded by producers or users of the underlying...

RV

It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...

CDO-2

A collateralized debt obligation (CDO) that is backed by other collateralized debt obligations. Differently stated, it is an asset-backed security...

ITMF

It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...

CPO

It stands for contingent payment option or contingent premium option; an option contract for which no premium is paid upfront by the buyer...

IAS

It stands for indexed annuity swap; a CPI-linked swap where the floating leg is indexed to a consumer price index...

CoC

A call option on a call option. It gives the holder the right, without the obligation, to purchase a call...

ASRO

It stands for average strike rate option; an option in which settlement or payment on exercise depends on the difference...

OTM

It stands for out of the money; for a derivative, it refers to a situation where it does not make...

ITM

It stands for in the money; a condition wherein the exercise price of an option is equal (or almost equal)...