A calendar spread which involves buying a call option with a set strike price and buying a longer-maturity call with…
A structured swap in which the swap counterparty agrees to adjust the notional principal amount in a fashion that matches…
A method that is used to calculate the value of an at-the-money call option (under the assumption of zero interest…
An alternative name for a bull put spread which is an option strategy whereby a number of put options are...
The strike level at which a barrier product (e.g., a barrier option) either becomes effective (in which case, it is...
An options strategy that involves buying a call (long call) and a put (long put) with the same exercise price…
In the realm of options, a butterfly is a vanilla option trading strategy which combines an out-of-the-money strangle with an…
A neutral option strategy (limited profit and limited risk strategy) that combines a bull spread and a bear spread. This…
A swap that provided a means to the banks of less developed or underdeveloped countries (such as Mexico, Argentina, etc)…
Previously known as bookout, it refers to the closing out of a swap transaction, whereby the net debtor’s pays the…