It stands for up-and-out put; an up-and-out option that is deactivated if the price of the underlying exceeds a preset...
It stands for up-and-in option; a barrier option in which the right to exercise activates or becomes active if the...
A method of swap starting in which swap dealers require that the swap begin not two business days but rather…
It stands for cross index basis swap; a swap to whose underlying interest rate index (usually LIBOR) the so-called quantization…
A barrier option in which the right to exercise activates or becomes active if the actual spot price of the…
An option contract in which the underlying’s market price is very near to the strike price. For example, a call…
A barrier to which a barrier option is subject for a period (window) shorter than the option's term. In other...
A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...
An option trading strategy (specifically a calendar spread) which is constructed by selling a near-month straddle while buying a far-month...
A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...