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

An option that is composed of a sequence of forward-starting options. The option’s strike price for the next maturity date...

A call (i.e., request) which is issued by a broker demanding a customer (whether a short seller or a party...

A risk measure for options which is computed by relating an option's modified theta to its gamma: Modified alpha =...

The amount of cash or marginable securities (e.g., treasuries, blue chip stocks) that a holder of a futures or options...

A path-dependent option that uses average prices over the whole period of the option's life or part of it, rather...

A type of multi-asset option in which the payoff is based on the better or worse performing of two underlying...

An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...

An OTC option (interest rate cap) that provides the holder, usually a mortgage company, with protection from a potential loss...

It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the part of cost relating to initial...