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American Window

An exercise interval for an American-style option that opens at the end of the option's life (time to maturity), allowing...

At-The-Money Put Option

An at-the-money option (put option) in which the strike price is equivalent or approximately equal to the underlying asset's price....

ATM Put

An at-the-money option (put option) in which the strike price is equivalent or approximately equal to the underlying asset's price....

All-or-Nothing Call Option

A call option (call) in which the payoff is either a fixed amount for an in-the-money option (ITM option) or...

American Barrier

A type of barrier (in barrier options, particularly American barrier options) that if hit anytime during the life of the...

Asset-Backed Security

A financial security (and a type of derivative) that is collateralized by a pool of underlying assets. Those assets could…

ASW Spread

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

Average Aggregate Notional Amount

The sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions during a prespecified observation period (as prescribed...

AANA

An acronym for average aggregate notional amount; the sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions...

Average Forward Option

A forward option in which the payout is measured as the difference between the forward rate (or the strike) set…