Day count conventions are used to determine the number of days between two coupon dates.
dDelta/dVol is the change in delta for a 1% change in volatility.
The delivery date is the date on which the actual underlying asset must be delivered to fulfill the terms of the contract.
The delta displays the change in an option's price for a small change in the underlying.
Delta neutral refers to an option that has been hedged to neutralize the risk associated with a change in the underlying.
The basic aim of a deposit note is to enable the trader or hedger to enhance the return on a deposit...
The deposit rate shows the rate you receive for deposits in the bank.
A derivative instrument (or simply derivative) is a financial instrument which derives its value from the value of some other financial instrument or variable.
See the OTC spread swap.
See the OTC spread swap strip.
A digital cap is a regular cap with the addition of a European barrier.
A digital floor is a regular floor with the addition of a European barrier.
A digital option is an option where a fixed payout is made under the conditions specified in the option's contract.
A digital range cap/floor is a digital option with two European barriers.
It is a product that lets the user specify a coupon based upon the fixing level of some underlying index.
Dividend is a part of net income distributed in cash to a company's shareholders.
SuperDerivatives runs a 24-hour Data Management Unit...
A double average option is a combination of an average rate and an average strike option.
A double knock in is a European vanilla option with two American barriers...
A double knock in is a European vanilla option with two American barriers
The double no touch (also known as a range binary) is an option with two American barriers...
The double one touch (also known as a range binary) is an option with two American barriers...
In a dual currency deposit the investor receives a yield higher than the regular deposit rate for the deposit currency...
In a regular European digital, only one condition must be met for payoff...
Duration is the measure of the price sensitivity of an interest rate derivative to interest rate movements.
dVega/dSpot displays a percentage change in vega for a 1% change in the spot rate based on ATM volatility.
dVega/dVol displays the percentage change in the vega for a 1% change in volatility based on ATM vol.
A dynamic hedge is taken out by the hedger with a view to having to continually adjust the hedge as the underlying that is itself being hedged moves.