Gamma

Gamma displays the percentage change in delta for a 1% move in the underlying.

Gated knock out

A gated knock out option is a vanilla option where the notional is not known on the trade date...

General cap-floor

A general cap/floor is similar to a regular cap/floor with one main difference...

General swap

A general swap is similar to a vanilla swap with one main difference...

Greeks

The Greeks are a set of measures that indicate an option or portfolio’s exposure to risk.