Fade in one sided

A fade in one sided is a fader option where both the following are true...

Fade in/out one sided/range with knock out

A fader with knock out option is a regular fader option...

Fade in range

A fade in range is a fader option where both the following are true...

Fade out one sided

A fade out one sided is a fader option where both the following are true...

Fade out range

A fade out range is a fader option where both the following are true...

Fader options overview

A fader is a regular vanilla option where the notional of the vanilla is determined on the expiry date rather than by a predefined value.

Fixing date

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Flippable cross-currency swap

A flippable cross-currency swap is a cross-currency swap combined with a swaption.

Floor option

A floor is synonymous with a put option...

Forward CM

A forward is a contract between two parties...

Forward contract

It is a binding obligation in which two parties agree to complete a predefined transaction at a predetermined time in the future using the forward rate.

Forward contract EQ

A forward contract (or outright forward) is the most basic derivative.

Forward Extra

A forward extra is an asymmetrical forward deal which consists of buying a call (put) vanilla and selling a put (call) reverse knock in (rki).

Forward Knock In

A forward knock in is a regular forward contract which only comes into existence if a predefined knock in or reverse knock in barrier is hit.

Forward Knock out

A forward knock out is a regular forward contract with the addition of a knock out barrier.

Forward premium

If an instrument has a forward premium, the premium will be paid on the delivery date and not the spot date...

Forward rate

The forward rate is the agreed upon price of an asset in a forward contract.

Forward rate agreement

An FRA (forward rate agreement) is a cash-settled forward on a short-term loan.

Forward start option

A forward start is a vanilla option (it can be a call, a put or a straddle) where the strike is not predefined.

Forward strip CM

A forward strip is simply a strip of forward instruments.

Forward Structures

The forward structures on SD-FX consist of synthetic forwards combined with other options.

Free format

The free format (or two-leg vanilla as it is called in the CM and EQ markets) is a vanilla strategy.

Futures contract CM

A futures contract is a contract in which two parties agree to complete a predefined transaction at a predetermined time in the future using the future price.

Futures contract EQ

A futures contract is a contract in which two parties (the buyer and the seller) agree to complete a predefined transaction at a predetermined time in the future using the future price.

Futures contract for BRL

A BRL futures contract as supported in SD-IR is similar to a discount bond.

Futures Option

What is a futures option? A futures option is an option on a futures contract.

Futures option for BRL

A BRL futures option is an exchange-traded option on a futures contract. The underlying of the futures contract is the average daily Interbank Deposit rates.

FX swap

In an FX swap on the trade date the two counterparties enter into the following two trades...