Filter by Categories
Accounting
Banking

Lookback Put

A lookback option that gives its holder the right, without the obligation, to sell at the highest price the underlying...

Lookback Call

A lookback option that gives its holder the right, without the obligation, to buy at the lowest price the underlying...

Late Starting Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Long-Term Equity Anticipation Security

An American call or put option on securities or indexes. This kind of options has a long expiration date, i.e.,...

Long-Dated Swaption

An option on a swap (a swaption) which expires after more than a year (e.g. 1, 2 or 3 years)....

Lookback Floor

An interest rate floor that is based on the minimum of a reference rate during a previous period of time....

Long Leg

The part of an option spread that constitutes an obligation to buy the underlying asset. It is the side of...

Long Futures Position

Buying futures contracts either for trading or hedging purposes. It is the position of a futures buyer (long position in...

Long Gut Spread

A gut spread that is established by combining long in-the-money calls and long in-the-money puts, with all options having the...

Long Guts Spread

A guts spread that is established by combining long in-the-money calls and long in-the-money puts, with all options having the...