The present value (PV) of the change in the value of a swap that results from to a one basis...

The present value of a basis point (PVBP or PV01) of a swap is the change in its value due...

The present value of a basis point (PV01) of a swap is the change in its value due to a...

A type of interest rate swap in which the floating rate leg is derived from the difference between long and...

In the energy market, it refers to an agreement to buy energy at a certain fixed price during a specified...

A synthetic forward with a single barrier knock-in short option. By definition, a synthetic forward consists of buying a call...

An interest rate basis swap which entails the exchange or locking in of the spread between a bond or note...

It stands for swap differential agreement; an interest rate basis swap which entails the exchange or locking in of the...

A stochastic process is a number of random variables defined on a given probability level and indexed by the time...

It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...