September 2005
Intermediate to advanced
272 pages
9h 8m
English
Content preview from Clearing and Settlement of Derivatives
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A
accrued interest 167
actuals 167
additional margin 132–3
AEX 167
against actuals 167
agent 167
agent bank 167
All or None (AON) 167
allocation (give up) 167
American style option 85, 103, 168
arbitrage 168
Asian option 85, 104, 168
asset allocation 115–16, 168
assignment 168
ASX see Australian Stock
Exchange (ASX)
at-the-money (ATM) 92, 168
Australian Options Market 7
Australian Stock Exchange
(ASX) 7, 168
authorised unit trust 168
average rate option 85, 104, 168
average strike option 168
B
Bank for International
Settlements (BIS) 7
bargain 168
barrier options 104
base currency 168
base rate 168
basis
gross 169
risk 169
swap 99
trade 169
value or net 169
basis point (B.P.) ...
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