A swap in which the investor (the long) pays an upfront amount (funding) in return for the total return of...
The initial (IM) and variation margin (VM) requirements for all swaps that are not cleared by a registered derivatives clearing...
A bilaterally executed swap that is not cleared and settled through a clearing organization. An uncleared swap is not, directly...
In common practice, no up-front fees are paid to enter a swap agreement. However, in the early days of swaps,…
It stands for United Currency Options Market. A proprietary system which was introduced by the Philadelphia Stock Exchange (PHLX) to…
It stands for up-and-out put; an up-and-out option that is deactivated if the price of the underlying exceeds a preset...
It stands for up-and-in option; a barrier option in which the right to exercise activates or becomes active if the...
A barrier option in which the right to exercise activates or becomes active if the actual spot price of the…
An up-and-out option that is deactivated if the price of the underlying exceeds a preset level. The outstrike (barrier price)…
An interest rate swap in which one leg is a fixed rate referenced to the UDI index (or the Unidades…