An extended barrier option (specifically a partial-time barrier option) in which the barrier clause is only in a monitoring state...

A situation that occurs when the underlying of an option settles near or at its strike price (exercise price) at...

An asset swaption in which the buyer pays fixed and receives floating, while the seller, of course, pays floating and...

A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...

With respect to option contracts and other types of derivatives, it refers to the feature allowing the holder (the long)...

The combination of a fixed-rate bond and an interest rate swap (IRS), structured such that the total cost to the...

An equity security that is designed to mimic the structure of a specific form of preferred equity redemption cumulative stock...

A standard option with no special or add-on features. Generally, plain vanilla products have standard and well-defined properties and trade actively....

A barrier option (introduced in the mid-1990s by Bankers Trust Australia) in which the barrier level needs to be breached...

A call option on a trading account, giving the holder the right to receive the balance in his account at...