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Iron Albatross

A credit spread, specifically a variant of an iron condor spread which is established by widening the spread distance furthermore....

Inflation Caplet

A call option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...

Inflation-Indexed Cap

An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds a...

Indexed Principal Swap

An interest rate swap (specifically an amortizing fixed-for-floating rate swap) in which the fixed rate is set above the market...

Inflation-Indexed Floor

An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index, CPI) drops...

Inflation Floorlet

A put option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...

In-Arrears Cap

An interest rate cap that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...

In-Arrears Floor

An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...

ITM Forward

It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...

ITMF

It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...