A capped call which has the features of an American option (American-style option). More specifically, it is a call option…

A call option that is not tradable, but rather is part of an instrument or structure, granting its issuer a...

A cap (interest rate cap) which provides protection against interest rate upward fluctuations for a future period starting at some…

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some…

A basket currency option that constitutes a call on a collection (basket) of currencies treated together as a portfolio. A...

A hedging technique which aims to make the price of a set (or portfolio) of derivatives immune to small movements in…

An average rate option which gives the holder the right, but not the obligation, to buy the underlying asset, with…

A forward contract at a forward rate that allows the holder to break or unwind the contract with an opposite…

A calendar spread which involves buying a call option with a set strike price and buying a longer-maturity call with…

It equals the number of shares in an option contract (typically 100 shares) multiplied by the exercise price in that…