Glossary




Knock in and knock out option

A knock in & knock out option is a European vanilla with two American barriers, one a knock out and one a knock in.

Knock in and knock out with rebate option

A knock in & knock out option can also be priced with a rebate.

Knock in cap

A knock-in cap is a regular cap option with the addition of a knock-in barrier...

Knock in CMS cap

A knock in CMS cap is similar to a regular knock in cap...

Knock in CMS floor

A knock in CMS floor is similar to a regular knock in floor...

Knock in floor

A knock-in floor is a floor with the addition of a knock-in barrier...

Knock in knock out deposit

In a kiko deposit note, the investor receives a higher yield than the regular deposit rate...

Knock in option

A knock in is a European vanilla with an American barrier.

Knock in swap

A knock-in swap is a regular interest rate swap with the addition of a knock-in barrier.

Knock in swaption

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Knock out cap

A knock-out cap is a cap with the addition of a knock-out barrier...

Knock out CMS cap

A knock out CMS cap is similar to a regular knock out floor.

Knock out CMS floor

A knock out CMS floor is similar to a regular knock out floor...

Knock out floor

A knock-out floor is a floor with the addition of a knock-out barrier...

Knock out option

A knock out is a European vanilla with an American barrier.

Knock out swaption

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Knock out with rebate

A knock put option can also be priced with a rebate.

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