A topography report that depicts a two-dimensional map of a derivative position: it shows the distribution of the strike prices...

A callable swap that can be cancelled only on a single pre-determined date in the future. This swap gives the...

A barrier option which has one trigger price (barrier) that may be either above or below its strike price. Investors...

An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...

A synthetic straddle that is constructed with two short calls (ATM calls) and 100 long stocks or with two short...

A hybrid derivative product in which the payout is based on the previous coupon plus an increment if the market...

A three-pronged currency option combination that involves the simultaneous buying of an at-the-money call and selling of both an out-of-the-money...

A variation of the range forward contract which involves taking two opposite option positions on the same underlying. For example,...

A third-order greek that measures the rate of change in the option gamma in response to a change in the...

An energy swap that involves the payment of the spark spread from one counterparty to another, depending on the change...