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Interest Rate Cap Premium

The price that is charged by a interest rate cap seller in return for giving the cap buyer the right...

Iron Butterfly

An option trading strategy which involves buying a straddle and selling an out-of-the-money strangle on the same underlying. The order...

Individually Capped Basket Call

A call option that is based on an underlying basket of stocks whose individual returns at the end of each...

Individually Capped Call

A capped call which allows an investor to have exposure to a basket of stocks (e.g. 10 stocks), all of...

Instant One Touch Option

A barrier option (also a type of binary/ digital options) whose payoff will be paid out at first hitting time:...

Individually Floored Put

A floored put in which the payoff is sensitive to the correlation of a set of underlying assets. It is...

Inverse Floating Rate Note

An interest rate derivative whose payoff is inversely related to changes in interest rates. Principally, inverse floating rate notes are...

Inflation Swaption

An option that confers on the holder, being the payer of the fixed rate, the right to enter into an...

Interest Rate Collartion

An option on an interest rate collar. It gives its holder the right, without the obligation, to trade a collar...

Incremental Floating Swap

An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...