Range accrual double knock out

A range accrual knock out option is a regular range accrual option with the addition of an American knock out barrier.

Range accrual knock out

A range accrual knock out option is a regular range accrual option with the addition of an American knock out barrier.

Range accrual option

In a range accrual, a fixed payout is made for every fixing date that the spot rate is inside or outside a predefined range.

Range accrual swap

A range accrual swap is similar to an interest rate swap...

Range currency deposit note

In a range currency deposit option (rcd) the investor is taking a bet that the spot of the currency pair will stay within a defined range until the option's expiry date.

Ratchet options

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Rate of return

The rate of return measures an investment's profitability.

Ratio spread

A ratio call (put) spread is a spread in which the call (put) options are not bought and sold in equal proportions.

Ratio strip

Another name for the ratio strip is the EKO participating forward strip.

Rebate option

A rebate option is an option where you recieve a fixed amount (the rebate) if it would otherwise have expired worthless due to a barrier event.

Receiver

The party in an interest rate swap that pays the floating rate and receives the fixed rate.

Receiver swaption

A receiver swaption gives the holder of the swaption the right to enter into a swap where they will receive the predefined rate and pay the floating rate.

Reference rate

A reference rate is a number published by independent market forces.

Reset Forward

A reset forward is a forward contract where the forward rate itself is dependent on whether one or more of the predefined triggers are hit.

Reverse knock in option

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

Reverse knock out option

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

Rho

Rho displays the change in an option's value in relation to changes in interest rates.

Risk

The concept of risk contains...

Risk management

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Risk reversal

Risk reversal broadly refers to a hedge strategy...

Risk reversal knock out

A risk reversal knock out is a risk reversal with the addition of a knock out barrier for both the put option and the call option.