An interest rate swap in general and a type of seasonal swap in particular, in which the tenor can be altered (extended or...

An abbreviation for net present value swap; an interest rate swap in general and a type of seasonal swap in particular, in which the tenor...

A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

A cap is a call option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

Derivative contracts/ arrangements such as swaps, options, caps, floors, forward rate agreements (FRA), futures, or any similar instrument. The value...

Notional principal contracts/ arrangements such as swaps, options, caps, floors, forward rate agreements (FRA), futures, or any similar instrument. The...

An estimated price of an option based on the premise that the relationships between the underlying price and the option...

A risk reversal that allows investors to avoid paying a premium for an option. In this option strategy, the premium...

It stands for near the money; the state in which options or option positions, whose market prices are very near...

The state in which options or option positions, whose market prices are very near to their strike prices, are the...