Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...

An average of a pay rate (bid rate) and a receive rate (offer rate) in an interest rate swap. A dealer...

The swap rate that makes a swap break even, i.e., renders its present value equal to zero. At this rate, the present value of the floating...

Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...

For a specific option, it is an individual trader who stands ready to quote both a bid and an offer price on the...

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

The practice which is used to revalue a financial instrument, in general. In the context of derivatives, marking to market...

Any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM). For example, in a credit default swap (CDS),...

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...