The situation in which the strike of an option is set equal to the spot rate (e.g., FX rate) at which the option delta is hedged....

A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...

An abbreviation for at-the-money forward; the situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration...

The situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration date of the...

An abbreviation for at-the-money forward; the situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration...

A swaption (swap option) in which the strike price of the option and the forward rate (in the swap) are...

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

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