An abbreviation for inflation-indexed floor; an inflation derivative that pays out if inflation (as measured by percentage increase in the…

An abbreviation for inflation-indexed cap; an inflation derivative that pays out if inflation (as measured by percentage increase in the…

The duration of the deliverable or underlying bond of a futures contract that is used as an estimate of the…

A spread whose long and short legs are two different markets. However, the markets are usually related. The intercommodity spread...

A spread whose long and short legs are two different markets. However, the markets are usually related. The intermarket spread...

A futures or option trading technique that involves buying a contract with a given expiration or delivery month and selling...

An option on a cap. In other words, an interest rate caption is an option to buy or sell an…

An abbreviation for inflation-indexed cap; an inflation derivative that pays out if inflation (as measured by percentage increase in the…

The volatility value which is realized during the period immediately preceding the date of forecast. This period is equal to…

A standardized, exchange-traded futures contract to buy or sell a money market security at a set price on a particular…