An option which has more than one asset as underlying. The payoff of the option depends on the performance of...

A window barrier option for which the barrier strike is active for more than one period during the option’s life....

An interest rate cap in which the number of caplets are less than reset periods. This feature makes a flexible...

A standardized, exchange-traded contract to buy or sell a money market security at a set price on a particular future...

An offsetting or opposing swap which is designed to close out the market exposure of an existing swap position. For...

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...

A barrier option which has a regular European option payoff, but is triggered when the moving average underlying price breaches/...

An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...

An option strategy (also a covered put) whereby an investor, holding a long position in stock, purchases a put on...

An interest rate floor whose payout (payoff) is calculated using a moving average interest rate within a specified interval. The...