A futures contract that has a gilt as underlying. Gilt, by definition, is a fixed-rate debt security issued by the...
A cash settled short-term interest rate (STIR) futures contracts in which the underlying is the average sterling overnight index average...
An exercise interval for an American-style option that opens at the end of the option's life (time to maturity), allowing...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
It stands for fully funded swap; a swap in which the investor "fully" pays an upfront amount (funding) in return...
A swap in which the investor "fully" pays an upfront amount (funding) in return for the total return of a...
A swap in which the investor (the long) pays an upfront amount (funding) in return for the total return of...
A swap in which the investor pays an upfront amount (funding) in return for the total return of a reference...
A multi-barrier option that comes with a no touch feature. It is a barrier option that has two barriers (and...