A calendar spread which involves buying a call option with a set strike price and buying a longer-maturity call with…

A structured swap in which the swap counterparty agrees to adjust the notional principal amount in a fashion that matches…

A method that is used to calculate the value of an at-the-money call option (under the assumption of zero interest…

An alternative name for a bull put spread which is an option strategy whereby a number of put options are...

The strike level at which a barrier product (e.g., a barrier option) either becomes effective (in which case, it is...

An options strategy that involves buying a call (long call) and a put (long put) with the same exercise price…

In the realm of options,  a butterfly is a vanilla option trading strategy which combines an out-of-the-money strangle with an…

A neutral option strategy (limited profit and limited risk strategy) that combines a bull spread and a bear spread. This…

A swap that provided a means to the banks of less developed or underdeveloped countries (such as Mexico, Argentina, etc)…

Previously known as bookout, it refers to the closing out of a swap transaction, whereby the net debtor’s pays the…