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Lookback Price Option

An alternative term for a lookback rate option; a lookback option whose payoff (and performance), at expiration (for a European...

Lookback Rate Option

A lookback option whose payoff (and performance), at expiration (for a European version) or over its lifetime (for an American...

Floating-Strike Lookback Option

An option (specifically, a lookback option) that gives the holder the right to buy or sell the underlying asset at...

Lookback Rate Put

A lookback option whose payoff (and performance), at expiration (for a European version) or over its lifetime (for an American...

Lookback Rate Call

A lookback option whose payoff (and performance), at expiration (for a European version) or over its lifetime (for an American...

Lookback Feature

With respect to option contracts and other types of derivatives, it refers to the feature allowing the holder (the long)…

Best Buy Option

A call lookback option which gives the holder the retroactive right, without the obligation, to purchase the underlying asset whether...

Best Strike Option

A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if…

Barrier Chooser Lookback Option 

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

Lookback Step-Up Cap

A step-up cap which applies the minimum level of a given benchmark rate (index rate) as observed in the reset...