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Step-Up Barrier Option

A barrier option in which the barrier level is not constant but rather it changes value upward at fixed points...

Flexi Option

A variant of swing option which provides more flexibility in terms of contractual features for purposes of interest rate risk...

Flexible Forward

A range forward contract, i.e., a variation on a regular forward contract which is used primarily to hedge or mitigate...

FLEX Options

Flexible options that are offered on equities and equity indices with nonstandard terms. Such nonstandard terms usually include features that...

Down-and-In Option

A variant of a barrier option in which the right to exercise activates or becomes active if the actual “spot”...

Yield-Curve Option

An option whose underlying is any point of a yield curve that is located between two specified points on that...

Interest Rate Option

A type of interest rate derivative; a contract (an option) which gives the holder the right without the obligation to...

Interest Rate Digital Option

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

Coupe Option

An option whose strike price periodically resets to the lowest of an underlying's price and the previous strike price. This...

Range Box

A type of a range accumulation option which has a digital payout conditional on the reference price or rate remaining...