A path-dependent exotic option in which the two boundary protection levels (cap and floor) knock in or out when a...

A lookback option that allows the holder to choose to have a call or a put option on the same…

A swap that comes with an embedded option whereby a counterparty has the right to activate or deactivate the swap...

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 structured instrument which consists of long put and short call positions particularly in currencies. A KIKO (knock-in knock-out) forward...

With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the...

An option that automatically activates or comes into life (knocks in: KI) only when a certain price of its underlying...

The relationship between current spot (or forward, for forward barriers) and the barrier price of an option. It is expressed...

A forward contract which has a knock-out (KO) barrier, allowing the holder whereby to avoid unfavorable moves in spot price...