The premium or option price on the first leg of a compound option, i.e., on the call option (with the...

An option contract on foreign exchange whereby the seller (or the writer) pays the buyer, at periodic payment dates, the...

A combination of a quanto option with a forward starting option. In other words, the quanto option becomes active (comes...

An interest rate which is expected to prevail during a specific future period or at a given date in the...

A type of interest rate swap (IRS) or cross-currency swap (xccy swap) in which the fixed rate leg resets periodically...

An option that gives the holder the right, without the obligation, to exchange a specific amount of money denominated in...

The implied rate of futures (futures contracts)- i.e., the rate deduced from the future market price. Suppose the present spot...

It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

It stands for forward exchange agreement; a contract that involves a foreign currency transaction and entails the payment, at maturity,...

A contract that involves a foreign currency transaction and entails the payment, at maturity, of the differences between a forward...