A reverse knock-in option that becomes in the money once the defined barrier (for a put option, it is the...

It stands for range accrual note; a note that pays interest only if the floating interest rate (such as LIBOR)...

In respect to a managed futures fund, it is ratio that relates the rate of return to the maximum loss:...

An employee stock option (ESO) that confers on the holder (the optionee) supplementary options after the original option is exercised....

A pair of options (a put and a call) with non-standard rebate and payout features. The strike price of each...

The point at which a short option or option spread executed at a credit breaks even (it produces neither profit...

A swap that is made up of a number of zero-coupon swaps with increasing maturities. Each of the zero-coupon swaps...

It stands for reduced tick spread; an interest rate futures calendar spread which involves buying near-month futures and selling far-month...

An interest rate futures calendar spread which involves buying near-month futures and selling far-month futures at a reduced tick interval...

An option strategy that is based on the replacement of a position by closing out one option contract at a...