The term in Baseball is used for a bases-loaded home run. that's is when all three bases are occupied by an offensive runner/player and the hitter hits a home run.
interesting info on the other sports mentioned here. there have been no grand slams in Tennis or Golf since before the invention of the internet or the cell phone. In Golf, they did invent the term "Tiger Slam" when Tiger Woods held all four trophies of the PGA Tour Grand Slam at once (British, US Open, PGA Championship, Masters) but did not win them in the same calendar year.