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  • Wednesday, May 14, 2025
  • The Financial Encyclopedia
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Reverse Option Hedge

A hedged position in which the investor purchases more than one call option for each unit of the underlying he...

    Foreign Exchange Swap

    The spontaneous purchase and sale of two identical amounts in two different currencies with two different value dates. Differently stated,...

      Reverse Slippage

      The unexpected costs that arise from having to purchase a large futures position at increasing prices. Therefore, the mark-to-market value...

        Quanto Forward Rate Agreement

        A forward rate agreement (FRA) in which the notional principal amount is denominated in a currency other than the currency...

          Current Option Pain

          A refined calculation method which is used for determining option pain and therefore it is more accurate than option pain,...

            Actual/360

            A day count convention that is used to determine the actual number of days that have gone by since the...

              Actual Pain

              A refined calculation method which is used for determining option pain and therefore it is more accurate than option pain,...

                FV Premium

                It stands for fair value premium; according to the Black-Scholes model, it refers to the premium which makes both the...

                  Actual/Actual

                  A day count convention that is used to determine the actual number of days that have elapsed relative to the...

                    Actual Rate Swap

                    A swap agreement that is made between a municipality (a city or town local council) and a financial intermediary, in...