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Equity Collar

An option-based strategy that is designed to establish a costless position and secure a return. It is a type of...

Equity-Linked Foreign Exchange Option

A compo option that gives the holder the right to trade a foreign equity, with a strike denominated in the...

Extendible Swap

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...

Extendable Swap

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...

Extendible Call

An extendible option that allows the holder, who has the right to buy the underlying asset, to extend the maturity...

Extendible Option

An option that has, in addition to the right of exercise on the underlying, an additional right to extend its...

Equity Basket Option

A basket option whose underlying is a portfolio consisting of a set of stocks or based on a stock index....

European Parisian Option

A Parisian option which gives the holder the right to exercise only at the option’s maturity date. In other words,...

European-Style Quanto Digital

A quanto digital option that can only be exercised at its expiration date. It pays the difference between the spot...

Economic Derivative

A derivative which has an economic variable or a macroeconomic index as underlying. The first exchange-traded economic derivative (the Consumer...