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Uout Put

It stands for up-and-out put; an up-and-out option that is deactivated if the price of the underlying exceeds a preset...

Up-and-Out Put

An up-and-out option that is deactivated if the price of the underlying exceeds a preset level. The outstrike (barrier price)…

Barrier Swaption

A swaption which activates or comes into life when the swap coupon crosses a threshold level or “barrier”. It comes...

Barrier Price

The specified interest rate, or any underlying price, that activates (knocks in) or deactivates (knocks out) a barrier option. The...