A short form of out-of-the-money swap; a swap in which the present value of the net fixed-rate payments exceeds the net...

A swap in which the present value of the net fixed-rate payments exceeds the net present value of the net floating-rate receipts...

A derivative contract granting its owner the right, but not the obligation to buy (for a call option) or sell (for a put option)...

Also known as minimum variance hedge ratio (MVHR); a mathematical tool for determination of the optimal cross hedging ratio. This...

A swap which is basically created to offset or counter the interest rate or market risk of an earlier swap...