A Bond Market Association (BMA) swap is an interest rate swap in which one party pays a fixed interest rate and receives...
It stands for reverse knock-out option; a knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level knocking...
It stands for zero-coupon swap; an inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date...
It stands for interest-only swap; a form of cross currency swap that entails no exchange of principal in two different...
It stands for coupon-only swap; a form of cross currency swap that entails no exchange of principal in two different...
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...
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...
It stands for target redemption forward; a structured product (specifically a target redemption note) which consists of a strip of forwards each of which...
It is defined as positions which are taken in complex options that virtually impose no risk or a limited deal of risk such as long option, long...
It stands for limited-risk options, i.e., positions which are taken in complex options that virtually impose no risk or a limited deal of risk such as long option, long...
