An option-related instrument or fixed-income security which features low or no convexity, i.e., its sensitivity changes with the passage of...
A payoff (of a specific derivative instrument) whose value changes continuously and proportionally up or down in response to movements...
A long position in a forward contract whereby an investor agrees to buy the underlying asset on a specified future...
A range forward contract, i.e., a variation on a regular forward contract which is used primarily to hedge or mitigate foreign exchange risk....
A short position in a forward contract whereby an investor agrees to sell the underlying asset on a specified future date for a preset...
An option-based strategy that involves buying a synthetic off-market currency forward and simultaneously buying another option, in order to avail from favorable...
A type of forward swap which effectively allows investors to move a foreign exchange position from spot to a future date. In other words,...
An call option whose underlying is a forward contract. This option gives the holder the right to enter into a...
An call option whose underlying is a forward contract. This option gives the holder the right to enter into a...
An option trading strategy which involves selling a call and buying a put at the same strike price, both being with a near-month expiration date,...