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Keep It Simple Stupid

The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit, etc) may be hard and confusing to…

Notional Leverage

The use of derivatives such as options and swaps in the construction of a portfolio of assets/ investments. Notional leverage relates to other types of leverage...

Notional Amount of a Floor

A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

Notional Amount of a Cap

A cap is a call option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

Notional Principal Contract

Derivative contracts/ arrangements such as swaps, options, caps, floors, forward rate agreements (FRA), futures, or any similar instrument. The value...

Notionals

Notional principal contracts/ arrangements such as swaps, options, caps, floors, forward rate agreements (FRA), futures, or any similar instrument. The...