A credit spread, specifically a variant of an iron condor spread which is established by widening the spread distance furthermore....
A call option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...
An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds a...
An interest rate swap (specifically an amortizing fixed-for-floating rate swap) in which the fixed rate is set above the market...
An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index, CPI) drops...
A put option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...
An interest rate cap that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...
An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...
It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...
It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...