An interest rate swaption (swaption) that can be exercised at any time within a specified range, perhaps following a lockout...
A variant of range option which was developed by the Swiss Banking Corporation. It could have also be given another...
It stands for hope for a market stabilization in a given range, which is one of the numerous names for...
It stands for hedge ratio; the ratio of the value of long or short futures contracts to the value of...
A barrier warrant that knock in (activates) or knocks out if the underlying (security, index, etc.) hits or passes through...
A forward contract which allows the holder to receive an unidentified amount of the underlying, depending on a price denominated...
The sum of all positive and negative deltas within a hedge trade position. It captures the delta of a complex...
A commodity swap which entails the exchange of a fixed coal price for a floating coal price. For example, a...
It stands for principal-only swap; a type of currency swaps which involves the exchange of principal between two currencies. In...
An option in which the underlying benchmark is a macroeconomic variable or index. This option is pegged to the level...