An option which has, like a European option, a fixed expiration date (it can only be exercised at that date),...

The ratio of the change in present value of an option with respect to the change in spot, where both...

It stands for swap notional principal amount; the nominal value that is used as a basis for calculation of swap...

The fixed and floating payments that are exchanged by the two counterparties to a swap. The fixed payment is made...

The nominal value that is used as a basis for calculation of swap payments over the swap term. Each counterparty's...

A accumulator option with an American-style knock-out barrier. If the underlying trades through that barrier on a fixing date, the...

A basket-linked credit default swap (basket-linked CDS) which protects the buyer (the long) from a range of cumulative losses of...

An accumulator option with an American-style knock-in barrier. If the underlying trades through that barrier on a fixing date, the...

A swap that varies in notional principal, rate or spread periodically to mimic predictably variable cashflows. As such, all notional,...

A carry trade in which an investor expresses a notional neutral curve switch. This carry is expressed in basis points...