The sensitivity of a credit spread. It measures the change in fair value of a credit derivative (e.g., a credit...

It stands for graduated payment mortgage; a fixed rate mortgage that entails low payment (of interest and repayment of principal) in...

A degree day swap that combines a call and put option with the same strike CDD and on the same...

A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...

It stands for cooling degree days; a term that refers to the maximum of zero and the amount by which...

A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...

It stands for intrinsic value; a measure of the theoretical value of an asset (e.g. a security). By nature ,...

It stands for heating degree days swap; a degree day swap that combines a call and put option with the...

If stands for floating-rate certificate of deposit; a certificate of deposit (CD) that pays a floating interest rate. In other...

It stands for heating degree days, a term that refers to the maximum of zero or the amount by which...