It stands for limited-risk options, i.e., positions which are taken in complex options that virtually impose no risk or a limited deal of risk such as long option, long...

It stands for zero-coupon inflation swap; a type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity....

An abbreviation for net present value swap; an interest rate swap in general and a type of seasonal swap in particular, in which the tenor...

It stands for current replacement cost; the amount for which an asset could be replaced with another that has identical...

It stands for effective rate of return method; a method of allocating income from an asset or venture in a uniform and...

The ratio of an entity's book equity to its market equity. In other words, it relates the original value of...

It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...

It stands for in-the-money swaption; a swaption (swap option) in which the strike price of the option is less than the forward rate (in...

It stands for in-the-money swap; a swap in which the present value of the net fixed-rate payments is less than the net present...

It stands for at-the-money swaption; a swaption (swap option) in which the strike price of the option and the forward rate (in...