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Cliquet

A set of component options known as cliquetlettes that expire one succeeding the other. As an option, a cliquet resets...

    Reverse Cliquet

    A cliquet option which gives the holder the right to receive a headline coupon adjusted for negative returns (instead of...

      Multi-Asset Cliquet

      A cliquet option whose payoff is based on the performance of a set of assets, and implicitly on the correlation...