A path-dependent option whose payoff depends solely on the route taken during a specified period of time. Examples of this...
A commodity futures in which the underlying is a hard commodity such as gold (gold futures), silver (silver futures), copper...
A path-dependent option in which the payoff depends only on one event or piece of information. A good example is...
A basket default swap in which a payment by the protection seller to the protection buyer is triggered by the...
An option whose terminal value depends wholly or partially on the price sequence (path) of the underlying over a specified...
An option whose payoff depends solely on the events specified to take place upon expiration, rather than the path taken...
A binary credit default swap. Unlike standard credit default swaps which require a valuation following a credit event (usually default),...
A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...
It stands for treasury rate index principal swap; an index principal swap in which the floating rate leg is based...
A combination of a forward contract and a trigger option, whereby the buyer can enter into an outright forward at...