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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