An abbreviation for inflation-indexed cap; an inflation derivative that pays out if inflation (as measured by percentage increase in the…

The volatility value which is realized during the period immediately preceding the date of forecast. This period is equal to…

A barrier option which has a hard barrier (i.e., a level rather than a range). This option is typically knocked…

A commodity that is the product of mining and extractive processes (such extraction of metals, minerals, oil, coal, etc). This…

It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…

The longer-date option in an option spread. That is, the part of an option spread (such as a calendar spread)…

A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…

The exercise of an American-type option or other security prior to its maturity date. An option holder may choose to...

A clause in a contract, agreement or contractual obligation, such as a swap, whereby it is allowable to terminate the…

An acronym for asset-backed credit default swap. It is a credit default swap on a mortgage-backed security or an asset-backed…