An option position which is created by simultaneously buying an asset and selling a call option on that asset. This...
An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...
An adjustment that is to be made to swap pricing to take account of the off-market requirements on a counterparty...
A swap which entails the exchange of the total rate of return of a bond market, or a segment within...
An extension to a bear put spread. It is a highly risky option trading strategy which suits expectations of low...
An alternative name for a bull call spread which is an option strategy whereby a number of call options are...
An amortizing swap in which the notional principal amortizes at a faster pace as interest rates increase. This type of...
A bond option which gives the holder the right, without the obligation, to sell a specific bond at a given...
An option in which the underlying asset is a bond. Bond options involve a dual bet on both the general...
As opposed to what the name implies, it is a naturally bearish option trading strategy which extends a bull call...