An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...
Mostly, a commodity swap with an option-like feature where one counterparty receives an above-market fixed rate and pays the at-market...
An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...
An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...
An interest rate collar (collar - collar option) which covers notional principal amounts (NPAs) decreasing on a scheduled basis. Amortization...
An interest rate swap whose notional principal amount (NPA) declines over its life according to a specific amortization schedule. The...
It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...
A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...
A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...
An option pricing model that is used to value European futures options. This model was first developed by Fischer Black...