The dates on which options on a particular underlying expire. The expiration day of an option is the last day the option...

By convention, the floating rate of a swap is quoted flat without basis point adjustments; e.g., LIBOR flat. The fixed rate is quoted in terms of the on-the-run...

One call option in a cap. More specifically, it is an over-the-counter call on interbank deposit rates or LIBOR rate. An interest rate cap can be thought...

1) an OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...

A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the strike price and the sport price (spot...

A warrant representing American call options, that was issued outside Japan and traded over the market (OTC), denominated in many world currencies including the...

A calendar spread that involves the purchase of an option with a longer expiration and the sale of an option with the...

The difference between a hypothetical note's yield and the Treasury note's actual yield. The hypothetical note's yield is the full price...

A situation where speculators carry out heavy short selling of securities on hopes or anticipation that prices would decline in the near future. This...

The price that is charged by a floor seller in return for giving the floor buyer the right to exercise on some...