Filter by Categories
Accounting
Banking

Equity Index Option

An option whose underlying is the performance of a stock index. The value of this option (whether a call or...

Equity Warrant

An option (warrant) which gives the holder (usually bondholders) the right to buy the stock of a corporation at a...

Equity Put Option

An equity option that gives its holder the right to sell the underlying stock/ equity at a stated exercise price...

Equity Rate Contingency Option

A variation on a vanilla option in which the holder's payout depends, or is contingent, not only on the performance...

OIS Option

An option which has an overnight index swap as underlying. An overnight index swap (OIS) option tracks the overnight effective...

Overnight Index Swap Option

An option which has an overnight index swap as underlying. An overnight index swap (OIS) option tracks the overnight effective...

Spreadlock Option

An option that allows a market participant to enter into a spreadlock agreement on a specific yield spread (a given...

Capped Lookback Call

A call option with a lookback strike price and a maximum settlement price/r ate. More specifically, it gives the holder...

Capped Put

A capped option that constitutes a long put position in which a cap is placed on the maximum payout of...

Capped Call

A capped option that constitutes a long call position in which a cap is placed on the maximum payout of...