It stands for immediate historical volatility; the volatility value which is realized during the period immediately preceding the date of…

It stands for index-linked security; a note (debt security/ debt instrument) in which the return (coupon payments) and/ or redemption...

A note (debt security/ debt instrument) in which the return (coupon payments) and/ or redemption (principal) amounts are linked to...

A note (debt security/ debt instrument) in which the return (coupon payments) and/ or redemption (principal) amounts are linked to...

It stands for index amortizing rate swap; an interest rate swap (IRS) that has an amortizing notional principal amount (NPA)...

An interest rate swap (IRS) that has an amortizing notional principal amount (NPA) over time. Differently stated, the swap's NPA...

An accreting swap in which the notional principal increases as the benchmark interest rate index moves down. This swap is...

An amortizing swap (specifically, an interest rate swap) whereby the notional principal is amortized or decreased based on the movement...

A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...

Another name for corridor option. By definition, this refers to a path-dependent option that is typically embedded in a structured...