In derivatives trading, the term diagonal spread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established by simultaneously buying and selling equal amount of option contracts of the same type (call options or put options) but with different strike prices and expiration dates.
trading, the term diagonalspread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established...
spread shouldn't be confused with a spread option. The three main classes of spreads are the horizontal spread, the vertical spread and the diagonal spread...
increased credit spread. This explains, for example, the Option Adjusted Spread on a Ginnie Mae MBS relative to the Treasury curve. Credit Spread Risk: The risk...
because assets in the policy are held in segregated accounts and can be spread over multiple jurisdictions worldwide. EWP creates viable structure under...
The Anatolian diagonal is a theoretical dividing line which runs diagonally across central and eastern Turkey from the northeastern corner of the Mediterranean...
pattern of right rear, right front, left rear, left front. Others are diagonal, meaning that the feet on opposite sides of the horse move forward in sequence...
put spread at the same pair of strike prices. We can obtain a third view of the long box-spread by reading the table diagonally. A long box-spread can...
different month, this is known as a ratio-diagonal trade. As with all option spreads, the trader in a ratio-spread will strongly prefer to buy options having...
entries only along the main diagonal are called diagonal matrices. The eigenvalues of a diagonal matrix are the diagonal elements themselves. Consider...
relatively more valuable; they can be positioned to control long, open diagonal spaces. In a closed game with lines of protected pawns blocking bishops...
Taylor-Fichter Steel Construction Company—were awarded contracts for the so-called "Diagonal Highway", with construction to start in April 1930. The two river bridges...
raised at City Hall. "We came up with this idea to make a flag that had diagonal stripes of red and black," he explained, "and to have a fig wreath circled...
forests; the blue the sea, from which Zeewolde was reclaimed. The diagonallyspreading stripes suggest a dynamic movement, stretching to characterize the...
divides above ground level to form some main stems that are straight, diagonallyspreading to erect and covered in smooth light grey bark except toward the...
horizontal or diagonal), the same as the king in chess. There is no castling in chaturanga. The General in Chinese xiangqi lacks diagonals, which might...
choice of basis will transform the covariance matrix into a diagonalized form, in which the diagonal elements represent the variance of each axis. The proportion...
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