An option on foreign assets where the writer of the option bears the exchange rate risk against a premium paid...
An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...
An OTC option (interest rate cap) that provides the holder, usually a mortgage company, with protection from a potential loss...
The interchangeability which characterizes a futures contract. More precisely, futures contracts for the same commodity and delivery month and which...
The fixed swap rate that is associated with a forward settlement. If the yield curve is upward sloping, this rate...
An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...
A one-touch option which pays a preset amount at the point when the underlying touches the barrier, rather than at...
It stands for Eurodollar futures; a futures contract on a Eurodollar interest rate such as the 3-month (90-day) Eurodollar interest...
It stands for Eurodollar option; a money market futures option which is based on Eurodollar futures. It is among most...
A money market futures option which is based on Eurodollar futures. It is among most actively traded, exchange-listed interest rate...