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Partial Fill Plus Option

A type of commodity derivative that constitutes a swap agreement entailing the exchange of an off-market high fixed rate for...

Partial Lookback Option

A lookback option that comes with a time window (e.g., 1- 3 months), known as the partial lookback period, allowing...

One-Touch Accrual Swap

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

Binary Accrual Swap

An accrual swap in which any downward or upward slide of an underlying out of the boundaries of a specified...

Path-Dependent Derivative

A derivative instrument whose final payoff is determined based on the path taken by its underlying asset over its life,...

Strongly Path-Dependent Option

A path-dependent option in which the final outcome (payoff) depends on the price events over the entire course of the...

Weakly Path-Dependent Option

A path-dependent option whose payoff, at the time of exercise or expiration, does not depend much on the price events...

Path-Dependent Option with Strong Memory

A path-dependent option whose payoff depends solely on the route taken during a specified period of time. Examples of this...

Light Path-Dependent Option

A path-dependent option which takes into account infrequent movements in the underlying asset over the life of the option. For...

Dense Path-Dependent Option

A hard path-dependent option which takes into account every movement in the underlying asset over the life of the option....