A party to a credit default swap (or any other type of swap) that takes on the credit risk of...
An iron butterfly that is biased upward or downward by selling only one of the out-of-the-money options of the strangle...
A swap which partially matches the debt it was picked to alter its underlying interest rate (whether from fixed to...
The up-front price a put option buyer (long) pays to a put option seller (short) against the right to exercise...
The value of an option at expiration date, i.e., the value which is received by a holder from exercising an...
The value of an option at expiration date, i.e., the value which is received by a holder from exercising an...
An energy derivative which is traded on crude oil (petroleum) and petroleum derivatives (by-products). This includes contracts on crude oil,...
A practice whereby an intermediary enters into one side of the swap transaction, such as fixed rate payer (or floating...
The maximum number of option contracts that an investor can hold on one side of the market. Accordingly, long calls...
An option which gives the holder the right to choose between receiving a vanilla call option or a vanilla put...