An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...
It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...
It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...
It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...
It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...
It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...
It stands for time value of money; in principle, time, per se, has no economic value. However, time has value...
It stands for forward exchange agreement; a contract that involves a foreign currency transaction and entails the payment, at maturity,...
An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...
It stands for smart order router; a coding mechanism that slices a trading order according to the rules set out...