A trader that sells (writes or issues) an option contract to a market participant, assuming the obligation (i.e., standing ready)...

A structured product which has a cap applied to total returns. At maturity, the payoff of one unit of face...

A knock-out option on a notional amount that is not specified on the trade date, but is rather dependent on...

An interest rate floor in which there is, contrary to a regular floor (vanilla floor), no direct dependency between the...

It stands for gross processing margin; the difference between the cost of soybeans (the total cost of production) and the...

The difference between the cost of soybeans (the total cost of production) and the combined sales income of the processed...

A portfolio of options (generally derivatives) which has an overall gamma of zero. This portfolio can be constructed by entering...

A swap valuation method which is used to price a vanilla interest rate swap. The value of the fixed leg...

A swap that has its two legs denominated in two currencies, where the leg pair falls into one of four...

It stands for geometric average rate option; an Asian option whose payoff depends on the geometric average price of its...