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Forward Swap Agreement

An agreement between two parties to exchange interest rates, asset performances or prices or almost any economic values on a...

Forward Volatility Agreement

An agreement that a seller and a buyer enter into in order to exchange a straddle option at a specific...

Forward Variance Swap

A variant on variance swap that allows investors to take a view on future variance swap rates rather than bet...

Forward Rate Agreement

FRA, for short, is an over-the-counter (OTC) agreement to apply a certain interest rate to either lending or borrowing a...

Financial Derivative

An instrument (derivative) which derives its value from the performance or price movement of a financial instrument or index. Examples...

Forward Bleed

A bleed that measures the effect of time on an option contract (or an options portfolio) as it becomes closer...

Front Spread

A spread option position whereby the price of the option purchased (long option) exceeds the price of the option sold...

Forward Rate Bias

The empirical tendency of higher interest rate currencies' return to outperform the return of lower rate currencies. This can be...

Fixed-Tail Bermudan Swaption

A Bermudan swaption whose maturity date is set as the last reset date of the underlying swap. It is also...

Forward Rate Bracket

An alternative term for a range forward contract. By definition, it is a variation on a regular forward contract which...