Filter by Categories
Accounting
Banking

Settled-To-Market Derivative

A derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on a daily basis. Payments correspond...

OTC IRS

An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...

STM IRS

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

STM Interest Rate Swap

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

OTC Interest Rate Swap

An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...

STM Derivative

An abbreviation for settled-to-market derivative; a derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on...

European Gap Put Option

A gap option (specifically, a binary put option/ digital put option) that has a stated strike price different from its...

European Gap Call Option

A gap option (specifically, a binary call option/ digital call option) that has a stated strike price different from its...

Double Diagonal Spread

A four-legged option trading strategy that involves buying a back-month out-of-the-money put option with the lowest strike price, selling a...

In-The-Money Put Option

A put option with a strike price being above the combined amount of its underlying’s market price and the premium,...