An abbreviation for in-the-money warrant; a warrant whose exercise price is below the price of its underlying at a given...
A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level...
A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...
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...
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...
A swap in which the present value of the net fixed-rate payments is less than the net present value of the...
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...