Spread option
AN option where the payoff depends on the difference between two market variables. ...
Spread option
Definition: [crh] A position consisting of the purchase of one option and the sale of another Definition: rd=option"option on the same underlying security with a different exercise price and/or exDefinition: piration ...
credit spread option - Related Articles
Minimizing Credit Risk
Best Practice ...
spread option An option on a spread.
spread risk Risk due to exposure to some spread.
spread trading Trading of futures spreads.
Load Spread Option
Process used to allocate a contractual mutual fund's annual sales charge. In a contractual plan, fund shares are accumulated through periodic fixed payments.
Load spread option
A method of allocating the annual sales charge on load funds, often through percentage deductions from a customer's periodic fixed payments.
Spread Option (finance term)
Diagonal Spread (finance term)
Bull Spread (finance term)
Spread (finance term) ...
Spread Option
The simultaneous purchase and sale of options of the same type and of the same class. For example, an investor may purchase an XYZ September 50 call and sell an XYZ September 40 call.
Spread option
A position consisting of the purchase of one option and the sale of another option on the same underlying security with a different exercise price and/or expiration date.
Spread order ...
Arrangement whereby the customer pays for the last delivery when the next one is received.
Load spread option ...
It is used for pricing interest rate derivatives, especially exotic derivatives like Bermudan swaptions, ratchet caps and floors, target redemption notes, autocaps, zero coupon swaptions, constant maturity swaps and spread options, among many others.
Unlike a total return or default swap, the parties in a credit spread option do not have to agree upon any specific credit events.
Can also be called "credit spread option" or "credit risk option".
See also: Corporate Bond, Credit, Premium, Treasury Bond
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Intermarket Spread Swap ...
Spread position. The existence of a spread option in an account, i.e., a long and short position in options of the same security or index.
Examples include spread options which substitute for a single underlying asset the spread or difference between the prices at expiration of tow underlying assets, exchange or outperform options. Also known as basket options.
spread option The purchase of one option and the simultaneous sale of a related option, such... Spread Trading - Futures vs FX Futures - In Futures Spread Trading the trader simultaneously buys (longs)...
 See also: Options contract, Convertible Bond, Values, Mortgage-backed securities, Long-term debt ratio
  
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