An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps...

A non-standard option (non-vanilla option) in which the premium is paid monthly or quarterly over its life. Furthermore, this option...

An inflation derivative (cap) that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds...

It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...

A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...

A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...

A swap that has exotic or complex structure whereby it is distinguished in its key underlying economic variables from basic...

A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...

The interest-only (OI) portion of a mortgage loan. Financial institutions, especially mortgage financing firms, separate a series of interest payment...

The interest-only portion of a mortgage loan. Financial institutions, especially mortgage financing firms, separate a series of interest payment from...