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Standard Barrier Option

A basic or plain barrier option where an event takes place at the first touch of the pre-specified barrier. In...

Vanilla Barrier Option

A standard barrier option where an event takes place at the first touch of the pre-specified barrier. In other words,...

Vanilla Floor

An interest rate floor (cap) that comes with no additional features. In other words, the structure of a vanilla floor...

Multiple Asset Option

Multi-asset option; an exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed...

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...

Regular Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a regular cap...

Standard Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a standard cap...

Vanilla Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a vanilla cap...

Deferred Price Option

An option whose strike price is not specified at the time of the trade. Instead, it is set as the...

Step Option

A path-dependent option which is parameterized by a finite knock-in (knock-out) rate. The payoff at expiration is equal to that...