An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

A volatility value that is implied from an option pricing model (like the Black-Scholes model) representing the standard deviation of...

An option contract that grants the holder the right, without the obligation, to buy or sell a money market futures...

A transaction that, as opposed to a direct hedge, involves hedging one commodity with a contract for a different commodity....

A financial derivative which an issuer sells to investors and is obliged whereby to sell shares of a specific stock or security...

The trade on maturity dates of money market futures and money market futures options which are set by futures and options exchanges. These...

It stands for intercontinental exchange rate. By definition, it is the mid-price for interest rate swaps (the fixed leg) and...

An abbreviation for inverted curve enhancement swap; an interest rate swap that places a minimum level (floor) under the floating rate in consideration...

A derivative that involves the exchange of a fixed rate of interest on a certain notional amount for a floating rate...

It stands for interst rate swap; an exchange of a fixed rate of interest on a certain notional amount for a floating rate...