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Partial Time Barrier Option

A barrier option where the barrier (trigger price) is monitored for hits only during specific points in time. That means...

Partial Time End Option

An extended barrier option (specifically a partial-time barrier option) in which the barrier clause is only in a monitoring state...

Partial Lookback Warrant

A lookback warrant (specifically, a lookback call warrant) which is associated with a partial lookback period (hence it is also...

Deferred Payment Option

An option in which payment of the premium is deferred until the expiration of the option. This option is a...

Pay-Fixed Asset Swaption

An asset swaption in which the buyer pays fixed and receives floating, while the seller, of course, pays floating and...

Single Barrier Option

A barrier option which has one trigger price (barrier) that may be either above or below its strike price. Investors...

Payer Swaption

A swaption which gives the holder the right, without the obligation, to buy a swap on or by a specific...

PAUG Cap

It stands for pay-as-you-go cap; an interest rate cap that requires its holder to pay only a small upfront premium...

Single-Name CDS Option

An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...

Pay-As-You-Go Cap

An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps,...