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

It stands for in the money; a condition wherein the exercise price of an option is equal (or almost equal)...

A condition wherein the exercise price of an option is equal (or almost equal) to the market price of an...

It stands for in-the-money option; always from buyer’s perspective, it is an option whose underlying’s market price at a given...

Always from buyer’s perspective, it is an option whose underlying’s market price at a given point within its time to...

A TED spread that is derived by using stub LIBOR and Eurodollar futures rates to figure out the par coupon...

A correlation measure that reflects the level of linear relationship between two assets or more within a specific period of...

A yield curve for zero-coupon notes that is implied from the ordinary yield curve. It is used to calculate payments...

A type of interest rate derivative; a contract (an option) which gives the holder the right without the obligation to...

An interest rate option whose payoff is determined either as a fixed interest payment for an in-the-money option, or nothing...