An interest rate swap which allows a firm to pay a fixed rate and receive a floating rate with an…
An accumulator option in which the payoff depends on the spot price being above or below the predetermined trigger. Each...
A reset option whose strike price can reset at fixed dates depending on the arithmetic average value of the underlying,...
A counterparty to a swap agreement that has experienced a termination event such as illegality (change in any law or...
An amortizing swap (an interest rate swap) in which the notional principal is amortized or decreased based on the movement...
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...
It stands for all-or-none exercise; a style of exercise for options whereby the holder cannot exercise only on part of...
A style of exercise for options whereby the holder cannot exercise only on part of a basket or portfolio of...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...
