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Multi-Asset Barrier Option

A path-dependent exotic option that has two or more assets as underlying. The option's barrier is placed on a number...

Down-and-In Call

A down-and-in option (literally, a knock-in barrier option) that activates into a call option if the market price of the...

Step Double Barrier Option

A barrier option which has barriers both above and below the current underlying price that widen or narrow in steps...

Step Barrier Option

A barrier option (typically a knock-out barrier option) in which the barrier(s) evolves as a step function of time. The...

Step-Up Barrier Option

A barrier option in which the barrier level is not constant but rather it changes value upward at fixed points...

Down-and-In Option

A variant of a barrier option in which the right to exercise activates or becomes active if the actual “spot”...

Floored European-Style Put

A type of barrier options which is associated with a strike price and a floor barrier below the strike price....

Double Step Barrier Option

A barrier option which has barriers both above and below the current underlying price that widen or narrow in steps...

Two-Asset Double Barrier Option

A double barrier option in which the underlying consists of two assets. The option’s double barrier (upper and lower barriers-...

Barrier Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...