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Non-Deferred Capped Call

A capped call whose payoff is received instantaneously by the option holder. The payoff is a cash amount equal to…

Hard Barrier Option

A barrier option which has a hard barrier (i.e., a level rather than a range). This option is typically knocked…

Convex Payoff

A payoff (of some derivative instrument) whose amount is a convex function of the value of the underlying instrument. Generally,…

Barrier Chooser Lookback Option 

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

Singular Payoff Option

An option whose payoff shows a singularity jumping from zero to a positive value. In other words, this option has...

Concave Payoff

A payoff (of some derivative instrument) whose amount is a concave function of the value of the underlying instrument. The...

Forward Contract Payoff

The gain attained or the loss incurred by the holder of a forward contract at delivery date. In general, the...

Reverse Cliquet

A cliquet option which gives the holder the right to receive a headline coupon adjusted for negative returns (instead of...

Non-Path-Dependent Option

An option whose payoff depends solely on the events specified to take place upon expiration, rather than the path taken...

Snow Bear

A hybrid derivative instrument that is used by investors willing to bet on rising rates in a binary (digital) fashion....