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Fixed-Fixed Currency Swap

An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of…

HV

It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...

Historical Volatility

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

PRV

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...

Past Realized Volatility

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

Breakeven

The point at which a long option or a long option spread executed as a debit will break even in...

ATMIV

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...

At-The-Money Implied Volatility

A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...

ATM-IV

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...

ATM Implied Volatility

A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...