Filter by Categories
Accounting
Banking

ITM Warrant

An abbreviation for in-the-money warrant; a warrant whose exercise price is below the price of its underlying at a given...

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...

Moneyness Option

A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...

ITM Swaption

It stands for in-the-money swaption; a swaption (swap option) in which the strike price of the option is less than the forward rate (in...

In-The-Money Swaption

A swaption (swap option) in which the strike price of the option is less than the forward rate (in the swap). This in-the-money option (in...

In-The-Money Swap

A swap in which the present value of the net fixed-rate payments is less than the net present value of the...

ITM Swap

It stands for in-the-money swap; a swap in which the present value of the net fixed-rate payments is less than the net present...