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Incremental Fixed Swap

An interest rate swap in which the fixed rate leg is only payable on a specific percentage of its notional...

Inflation Swap

An interest rate swap that pays out if inflation (as measured by percentage increase in a relevant inflation index, such...

In-The-Money Call

A call option with a strike price being below the net amount of its underlying’s market price minus the premium,...

Inverse Floater Swap

An interest rate swap in which the floating-rate coupon increases in value as the underlying floating rate falls. In essence,...

Inverted Curve Enhancement Swap

An interest rate swap that places a minimum level (floor) under the floating rate in consideration for a larger fixed...

Investment Asset

An asset that is held primarily by a significant number of investors and traders for investment and trading purposes. Stocks,...

Ito’s Lemma

A stochastic process where the change in the price of a derivative during each short period of time has a...

Inflation-Linked Swap

An inflation-linked derivative where the inflation rate is either paid on an annual basis or with a single amount at...

Inflation Indexed Swap

An inflation-indexed derivative where the inflation rate is either paid on an annual basis or with a single amount at...

Interest Rate Futures

A futures contract which allows the buyer to lock in a future investment rate today or at a specific incoming...