It stands for outstanding notional amount; the gross nominal or notional value of all derivatives contracts that have been concluded,...
An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...
It stands for equity-linked foreign exchange option; a compo option that gives the holder the right to trade a foreign…
An abbreviation for dynamic portfolio swap; a credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may…
It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...
An acronym for debt exchange for common stock. It is a convertible security which constitutes a listed structured product issued…
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...
It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
