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Alternate Price Projection

An analysis tool that is used to compare the price (rate) range of swings in the same direction. It allows...

Floor Notional Amount

A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

Forward Option

An option whose underlying is a forward contract. This option gives the holder the right to enter into a forward...

Zigzag

A special case of a measured move up (MMU). Typically, measured moves point the direction and extent of future rate...

ABC Correction

A special case of a measured move up (MMU). Typically, measured moves point the direction and extent of future rate...

Decumulator

The reverse of an accumulator. More specifically, it is a structured product that involves investors taking on the obligation to...

Asset Transformation

A type of transformation whereby banks use deposits (mobilized funds) to generate revenue by pooling deposits to make loans. More...

Offsetting Swap

A swap which is basically created to offset or counter the interest rate or market risk of an earlier swap...

Below The Line

An advertising or marketing technique in which promotional activities are carried out through less conventional methods than the customary channels...

BTL

It stands for below the line; an advertising or marketing technique in which promotional activities are carried out through less...