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PVBP

It stands for price value of a basis point; a method of measuring the price sensitivity of a fixed-income security...

    DITM

    It stands for deep in the money; an option is said to be deep in the money when its exercise...

      DITM Elasticity

      An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value increases (for a call) and decreases (for...

        DVOX

        The sensitivity of a credit spread. It measures the change in fair value of a credit derivative (e.g., a credit...

          CDD Swap

          A degree day swap that combines a call and put option with the same strike CDD and on the same...

            CDD Option

            A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...

              CDD

              It stands for cooling degree days; a term that refers to the maximum of zero and the amount by which...

                HDD Option

                A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...

                  HDD Swap

                  It stands for heating degree days swap; a degree day swap that combines a call and put option with the...

                    HDD

                    It stands for heating degree days, a term that refers to the maximum of zero or the amount by which...