A cash-settled European call option whose strike price is zero or very close to zero. Since its being exercised is almost certain, this option replicates...

A call option in which the strike price is set at zero. The underlying of this option is typically a non-marketable asset such as shares in...

It stands for zero-coupon swap; an inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date...

An inflation-indexed swap whereby a single fixed payment is due at the unique (final) payment date for the fixed rate leg in...

It stands for zero-coupon inflation swap; a type of inflation derivative; an inflation-indexed swap which has both cash flow legs paying out on maturity....