A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...
It stands for cooling degree days; a term that refers to the maximum of zero and the amount by which...
A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...
It stands for heating degree days swap; a degree day swap that combines a call and put option with the...
It stands for heating degree days, a term that refers to the maximum of zero or the amount by which...
A convention which defines how interest accrues over time. It helps determine the interest earned between two dates which don’t...
A weather derivative (originally introduced by US firm Enron Energy Corporation in 1997) that is used for hedging purposes, where...
The vega value of a derivative instrument, a spread, or a position multiplied by the notional principal. It corresponds to...
The swap rate for a relevant maturity on the assumption of a generic structure for the underlying swap transaction. In...
An option that gives the holder the right to exchange a base asset (a crude commodity) for one or two...