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YYIISO

An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...

CV

It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...

CoV

It stands for coefficient of variation; a statistical measure that captures the dispersion of data points in a data series...

PVaR

It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...

GVaR

It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...

HVaR

It stands for historical value at risk (historical VaR); a method of calculating value-at-risk (VaR) that is based on historical...

TVM

It stands for time value of money; in principle, time, per se, has no economic value. However, time has value...

FXA

It stands for forward exchange agreement; a contract that involves a foreign currency transaction and entails the payment, at maturity,...

APS

An interest rate swap whereby the notional principal amount grows over its time to expiration. Such a swap is particularly...

SOR

It stands for smart order router; a coding mechanism that slices a trading order according to the rules set out...