A futures contract which entails the exchange of one asset for another (such as cross currency options). Essentially, this option...

Marking a swap to market is a technique for valuing it using current market prices. This is done in order...

It stands for monthly overnight average swap, which is an interest rate swap whose floating rate leg is based on...

A volatility strategy, which is an expensive variation on the strangle. The mambo combo is based on buying higher strike...

A cap that places an upper bound on the marked-to-market loss associated with a portfolio of swaps. This cap gives...

It stands for mark-to-market margin; with respect to buying on margin, it is the minimum amount of equity which an...

It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....

With respect to buying on margin, it is the minimum amount of equity which an investor must maintain in a...

With respect to buying on margin, it is the minimum amount of equity which an investor must maintain in a...

With respect to structured products with barrier mechanism, it is a coupon (interest payment) that is carried over to the...