A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...

A swaption (swap option) in which the strike price of the option is higher than the forward rate (in the swap). This out-of-the-money option (in...

It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...

A short form of out-of-the-money swap; a swap in which the present value of the net fixed-rate payments exceeds the net...