A barrier option which has additional (adjustable) barrier levels. Each time a barrier level is breached, the strike of the…
It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…
A barrier option which has a hard barrier (i.e., a level rather than a range). This option is typically knocked…
A barrier option that knocks in or out after the underlying spends a preset amount of time above or below…
An event to which barrier options (or other derivatives such as warrants, swaps, etc.) are subject for payoff determination. It...
A condition occurring in barrier options where their being knocked-in (activated) or knocked-out (deactivated) depends on a specific underlying price/...
A reverse knock-in option (RKI option) that becomes in the money (ITM) once the defined barrier (for a call option, it...
It stands for reverse knock-in call; a reverse knock-in option (RKI option) that becomes in the money (ITM) once the...
It stands for call reverse knock-in; a reverse knock-in option (RKI option) that becomes in the money (ITM) once the...
It stands for put reverse knock-in; a reverse knock-in option (RKI option) that becomes in the money (ITM) once the...
