According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....
A swap which initiates at a forward start date. In this swap the effective date is not the usual one...
An interest rate swap (IRS) that entails the payment of a referenced floating rate (a floating rate linked to a...
A credit derivatives trading strategy in which a trader attempts to avail from mispricing in credit spreads. In other words,...
With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...
It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...
A credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit event relates to the first time...
It stands for first-to-default credit swap; a credit swap (a first-to-default credit derivative, FTD credit derivative) in which the credit...
An abbreviated form for forward volatility; the volatility of an underlying price/ rate (in a derivative) that is predicted today...
The face value of a swap is its notional principal amount; it is the nominal value that is used as...