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Accrual Forward

A forward contract or a strip of forward contracts that has accrual features whereby a holder (investor) can have a...

Late Starting Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Rear Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Early Ending Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Front Window Barrier Option

A window barrier option that has a vanilla payoff at expiration and is subject to a single or double American...

Gated Knock-Out Option

A knock-out option on a notional amount that is not specified on the trade date, but is rather dependent on...

Everest Option

An exotic equity option whose value is based on a number (15- 25) of underlying securities. It differs, therefore, from...

Cylinder Option

An option-based strategy that is mostly used in currency (and interest rate) markets and involves the purchase of a foreign...

Binary Interest Rate Option

An interest rate option whose payoff is determined either as a fixed interest payment for an in-the-money option, or nothing...

Extinguishing Option

An option that expires or pays off if the underlying hits or exceeds the outstrike price. For example, in the...