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In-The-Money Forward

A special case of an in-the-money option (ITM option) in which the spot price or rate of the underlying is...

Index Turbo Warrant

A warrant that gives the holder magnified exposure to index prices movements, with minimal level of time decay (thanks to...

Index Warrant

A warrant that gives the holder normal exposure to index prices movements, i.e., its value is linked to the performance...

IAS

It stands for indexed annuity swap; a CPI-linked swap where the floating leg is indexed to a consumer price index...

Indexed Annuity Swap

A CPI-linked swap where the floating leg is indexed to a consumer price index (CPI) and the fixed leg is...

Index CDS

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

Index Default Swap

A credit default swap whereby the protection seller pays the protection buyer in case of default by one or more...

Interest Rate Call

An interest rate option which gives the holder the right to make interest rate payments based on a fixed rate...

Interest Rate Collar

An interest rate derivative which protects the buyer from changes in floating rates above and below a specified range. With...

ITM Call Option

It stands for in-the-money call; a call option with a strike price being below the net amount of its underlying’s...