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

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...

A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...

A swap agreement that entails the payment of fixed forward points set at the time of trade in exchange for...

It stands for non-deliverable swap; a synthetic derivative which is mainly used to replicate the net cash flows of a...

It stands for non-deliverable forward; a derivative instrument which is used for hedging the exchange rate risk associated with non-convertible...

An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...

It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...

It stands for contingent credit default swap; a credit default swap (CDS) which is “contingent” upon the setting-off of two...