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Multi-Asset Option

An exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed to a standard vanilla...

Madonna Option

A variation on maximum and minimum options (best-of and worst-off options) which pays the Euclidian distance between the current price and the strike price of its...

Napoleon Option

An OTC-traded financial instrument (option) that allows the holder to take views on the volatility of a market. In its simplest form,...

Long Call Spread

An option trading strategy that involves buying a call option at a given strike price and selling a call option...

T/N

It stands for tom next or tomorrow next; a specialized forward transaction (a type of forward swap) in the foreign...

Tomorrow Next

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

Tom Next

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

Zero Exercise Price Option

A cash-settled European call option whose exercise price is zero or very close to zero. Since its being exercised is almost certain,...

Zero Coupon Swaption

A payer (receiver) zero-coupon swaption is an option which gives the holder the right to enter into a payer (receiver) zero-coupon interest rate...

Zero-Strike Price Option

A cash-settled European call option whose strike price is zero or very close to zero. Since its being exercised is almost certain, this option replicates...