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

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

A path-dependent option which constitutes an option on a knock-in cap. This option pays off if the underlying interest rate...

A knock-in cap in which the knock-in barrier is typically set above the cap's strike. The floating rate is based...

The percentage difference between a barrier option's strike and a set trigger (knock-in or knock-out barrier). This tool is used...

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

A barrier swaption in which protection exists or activates only if the swap rate crosses the barrier. In essence it...

An option that automatically activates or comes into life only when a certain price of its underlying is hit. For...

A combination of a knock-in option and a knock-out option. More specifically, a KIKO option has two barriers: a knock-in...

A barrier option which includes a series of individual non-contingent partial barriers. In this option, the knock-out barrier is in...