A form of the range forward contract which has some type of participation in the movement of the underlying below...

It stands for forward shooting grid; a variant of the lattice tree methods (binomial trees/ trinomial trees) that is used...

A variant of the lattice tree methods (binomial trees/ trinomial trees) that is used to price a wide stripe of...

A situation of backwardation in which a specific period is “squeezed”, i.e., characterized by forced, not normal, trading. This usually...

An option value that includes, in addition to the intrinsic value, the fair value of the forward underlying the option...

A “leveraged” securitized product offering that is designed to provide maximum leverage with respect to currency denominations of a set...

An option contract on foreign exchange whereby the seller (or the writer) pays the buyer, at periodic payment dates, the...

An option contract whose underlying is a foreign discount bond (cross currency bond). It is a bond option on a...

The spontaneous purchase and sale of two identical amounts in two different currencies with two different value dates. Differently stated,...

It stands for fair value premium; according to the Black-Scholes model, it refers to the premium which makes both the...