CONTRACT TYPES

NDERLYING
Exchange-traded futures Exchange-traded options OTC swap
DJIA Index future Option on DJIA Index future
Equity Single-stock future Single-share option
Equity swap
Eurodollar future Option on Eurodollar future
Euribor future Option on Euribor future
Interest rate

Interest rate swap

Credit default swap
Credit
Bond future Option on Bond future Total return swap
Foreign exchange Currency future Option on currency future Currency swap
Commodity WTI crude oil futures Weather derivative Commodity swap
T TYPES
OTC forward OTC option
Back-to-back Stock option
Repurchase agreement Warrant
Turbo warrant
Interest rate cap and floor
Swaption
Basis swap
Forward rate agreement Bond option

Repurchase agreement Credit default option

Currency forward Currency option
Iron ore forward contract Gold option
https://en.wikipedia.org/wiki/Equity_swap
Derivatives market
Derivative (finance)

Terms

Vanilla options

Exotic options

Options

Combinations
 Combinations

Spreads

Valuation

Amortising
Asset
Basis

Conditional variance
Constant maturity
Correlation
Credit default
Currency
Dividend
Equity
Forex
Swaps
Forward Rate Agreement
Inflation
Interest rate
Overnight indexed
Total return
 Variance
Volatility

Year-on-Year Inflation-Indexed

Zero Coupon Inflation-Indexed

Zero Coupon Swap

Forwards Contango
Futures Currency future
Dividend future
Forward market
Forward price
Forwards pricing
Forward rate
Futures pricing
Interest rate future
Margin

Normal backwardation
Single-stock futures
Slippage

Stock market index future

Energy derivative
Freight derivative
Inflation derivative
Exotic derivatives
Property derivative
Weather derivative

Collateralized debt obligation (CDO)

Constant proportion portfolio insurance

Contract for difference

Credit-linked note (CLN)

Credit default option

Credit derivative
Other derivatives
Equity-linked note (ELN)
Other derivatives

Equity derivative

Foreign exchange derivative

Fund derivative

Interest rate derivative

Mortgage-backed security

Power reverse dual-currency note (PRDC)

Consumer debt
Corporate debt
Government debt
Market issues Great Recession
Municipal debt
Tax policy
Derivatives market

Credit spread
Debit spread
Exercise
Expiration
Moneyness
Open interest
Pin risk
Risk-free interest rate
Strike price
the Greeks
Volatility

Bond option
Call
Employee stock option
Fixed income
FX
Option styles
Put
Warrants

Asian
Barrier
Basket
Binary
Chooser
Cliquet
Commodore
Compound
Forward start
Interest rate
Lookback
Mountain range
Rainbow
Swaption

Collar
Covered call
Fence
Iron butterfly
Iron condor
Straddle
Strangle
Protective put
Risk reversal

Back
Bear
Box
Bull
Butterfly
Calendar
Diagonal
Intermarket
Ratio
Vertical

Binomial
Black
Black–Scholes model
Finite difference
Garman-Kohlhagen
Margrabe's formula
Put–call parity
Simulation
Real options valuation
Trinomial
Vanna–Volga pricing
CDO)

nsurance
ote (PRDC)