An ex-post estimate of the price or return variation, regardless of direction, over a specific period of time. In other...

An extended barrier option in which the barrier depends on whether the price of another underlying trades through a preset...

Also a blended swap. It is a combination of two or more swaps. For instance, a blended interest rate swap...

A blended equity swap that involves many equity indexes from different countries or geographical locations. This swap is a combination...

An option (specifically a dispersion option) which gives its holder the right to exercise on the best or worst return...

An amount of money which is paid to the buyer of a barrier option if the barrier is reached. This...

A knock-out option (barrier option) that refunds the holder a predetermined part of the premium should the knock-out occur. Once...

A trading procedure or tactic that involves lifting a near-month futures position and re-establishing it in a later delivery month....

An agreement where one party pays the other a fixed spread (a number of basis points) between the nearby, expiring...

An accrual swap in which interest starts accruing on the fixed leg when the floating reference rate enters into (or...