Difference between revisions of "Template:Derivatives market"
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imported>Ronnotel (add local volatility) |
imported>TenPoundHammer (Removing link(s) to "Mountain range (options)": redirected. using TW) |
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| − | < | + | {{Navbox |
| − | + | | name = Derivatives market | |
| − | | | + | | state = {{{state<includeonly>|autocollapse</includeonly>}}} |
| − | + | | title = [[Derivatives market]] | |
| − | | | + | | bodyclass = hlist |
| − | + | ||
| − | + | | above = [[Derivative (finance)]] | |
| − | + | ||
| − | | | + | | group1 = [[Option (finance)|Option]]s |
| − | | | + | | list1 = |
| − | + | {{Navbox|subgroup | |
| − | | | + | | group1 = Terms |
| − | + | | list1 = | |
| − | + | * [[Credit spread (options)|Credit spread]] | |
| − | + | * [[Debit spread]] | |
| − | | | + | * [[Exercise (options)|Exercise]] |
| − | || | + | * [[Expiration (options)|Expiration]] |
| − | + | * [[Moneyness]] | |
| − | | | + | * [[Open interest]] |
| − | || | + | * [[Pin risk (options)|Pin risk]] |
| − | | | + | * [[Risk-free interest rate]] |
| − | | | + | * [[Strike price]] |
| − | || | + | * [[Greeks (finance)|the Greeks]] |
| − | + | * [[Volatility (finance)|Volatility]] | |
| − | | | + | |
| − | || | + | | group2 = [[Vanilla option]]s |
| − | | | + | | list2 = |
| − | |- | + | * [[American option|American]] |
| − | | | + | * [[Bond option]] |
| − | | | + | * [[Call option|Call]] |
| − | + | * [[Employee stock option]] | |
| − | + | * [[European option|European]] | |
| − | + | * [[Fixed income]] | |
| − | | | + | * [[Foreign exchange option|FX]] |
| − | | | + | * [[Option style]]s |
| − | + | * [[Put option|Put]] | |
| − | + | * [[Warrant (finance)|Warrant]]s | |
| − | |} | + | |
| − | + | | group3 = [[Exotic option]]s | |
| + | | list3 = | ||
| + | * [[Asian option|Asian]] | ||
| + | * [[Barrier option|Barrier]] | ||
| + | * [[Basket option|Basket]] | ||
| + | * [[Binary option|Binary]] | ||
| + | * [[Chooser option|Chooser]] | ||
| + | * [[Cliquet option|Cliquet]] | ||
| + | * [[Commodore option|Commodore]] | ||
| + | * [[Compound option|Compound]] | ||
| + | * [[Forward start option|Forward start]] | ||
| + | * [[Interest rate option|Interest rate]] | ||
| + | * [[Lookback option|Lookback]] | ||
| + | * Mountain range | ||
| + | * [[Rainbow option|Rainbow]] | ||
| + | * [[Swaption]] | ||
| + | |||
| + | | group4 = [[Options strategy|Combinations]] | ||
| + | | list4 = | ||
| + | * [[Collar (finance)|Collar]] | ||
| + | * [[Covered call]] | ||
| + | * [[Fence (finance)|Fence]] | ||
| + | * [[Iron butterfly (options strategy)|Iron butterfly]] | ||
| + | * [[Iron condor]] | ||
| + | * [[Straddle]] | ||
| + | * [[Strangle (options)|Strangle]] | ||
| + | * [[Protective put]] | ||
| + | * [[Risk reversal]] | ||
| + | |||
| + | | group5 = [[Options spread|Spread]]s | ||
| + | | list5 = | ||
| + | * [[Backspread|Back]] | ||
| + | * [[Bear spread|Bear]] | ||
| + | * [[Box spread (options)|Box]] | ||
| + | * [[Bull spread|Bull]] | ||
| + | * [[Butterfly (options)|Butterfly]] | ||
| + | * [[Calendar spread|Calendar]] | ||
| + | * [[Diagonal spread|Diagonal]] | ||
| + | * [[Intermarket Spread|Intermarket]] | ||
| + | * [[Ratio spread|Ratio]] | ||
| + | * [[Vertical spread|Vertical]] | ||
| + | |||
| + | | group6 = [[Valuation of options|Valuation]] | ||
| + | | list6 = | ||
| + | * [[Binomial options pricing model|Binomial]] | ||
| + | * [[Black model|Black]] | ||
| + | * [[Black–Scholes model]] | ||
| + | * [[Finite difference methods for option pricing|Finite difference]] | ||
| + | * [[Foreign exchange option#Valuation: the Garman–Kohlhagen model|Garman–Kohlhagen]] | ||
| + | * [[Margrabe's formula]] | ||
| + | * [[Put–call parity]] | ||
| + | * [[Monte Carlo methods for option pricing|Simulation]] | ||
| + | * [[Real options valuation]] | ||
| + | * [[Trinomial tree|Trinomial]] | ||
| + | * [[Vanna–Volga pricing]] | ||
| + | }} | ||
| + | <!-- group2 omitted to maintain alternating list backgrounds --> | ||
| + | | group3 = [[Swap (finance)|Swap]]s | ||
| + | | list3 = | ||
| + | * [[Amortising swap|Amortising]] | ||
| + | * [[Asset swap|Asset]] | ||
| + | * [[Basis swap|Basis]] | ||
| + | * [[Conditional variance swap|Conditional variance]] | ||
| + | * [[Constant maturity swap|Constant maturity]] | ||
| + | * [[Correlation swap|Correlation]] | ||
| + | * [[Credit default swap|Credit default]] | ||
| + | * [[Currency swap|Currency]] | ||
| + | * [[Dividend swap|Dividend]] | ||
| + | * [[Equity swap|Equity]] | ||
| + | * [[Foreign exchange swap|Forex]] | ||
| + | * [[forward rate agreement|Forward Rate Agreement]] | ||
| + | * [[Inflation swap|Inflation]] | ||
| + | * [[Interest rate swap|Interest rate]] | ||
| + | * [[Overnight indexed swap|Overnight indexed]] | ||
| + | * [[Total return swap|Total return]] | ||
| + | * [[Variance swap|Variance]] | ||
| + | * [[Volatility swap|Volatility]] | ||
| + | * [[Year-on-Year Inflation-Indexed Swap|Year-on-Year Inflation-Indexed]] | ||
| + | * [[Zero-Coupon Inflation-Indexed Swap|Zero Coupon Inflation-Indexed]] | ||
| + | * [[zero coupon swap|Zero Coupon Swap]] | ||
| + | |||
| + | | group4 = {{hlist|[[Forward contract|Forward]]s|[[Futures contract|Futures]]}} | ||
| + | | list4 = | ||
| + | * [[Contango]] | ||
| + | * [[Currency future]] | ||
| + | * [[Dividend future]] | ||
| + | * [[Forward market]] | ||
| + | * [[Forward price]] | ||
| + | * [[Forward contract#Spot–forward parity|Forwards pricing]] | ||
| + | * [[Forward rate]] | ||
| + | * [[Futures contract#Pricing|Futures pricing]] | ||
| + | * [[Interest rate future]] | ||
| + | * [[Margin (finance)|Margin]] | ||
| + | * [[Normal backwardation]] | ||
| + | * [[Single-stock futures]] | ||
| + | * [[Slippage (finance)|Slippage]] | ||
| + | * [[Stock market index future]] | ||
| + | |||
| + | | group5 = [[Exotic derivative]]s | ||
| + | | list5 = | ||
| + | * [[Energy derivative]] | ||
| + | * [[Freight derivative]] | ||
| + | * [[Inflation derivative]] | ||
| + | * [[Property derivative]] | ||
| + | * [[Weather derivative]] | ||
| + | |||
| + | | group6 = Other derivatives | ||
| + | | list6 = | ||
| + | * [[Collateralized debt obligation|Collateralized debt obligation (CDO)]] | ||
| + | * [[Constant proportion portfolio insurance]] | ||
| + | * [[Contract for difference]] | ||
| + | * [[Credit-linked note|Credit-linked note (CLN)]] | ||
| + | * [[Credit default option]] | ||
| + | * [[Credit derivative]] | ||
| + | * [[Equity-linked note|Equity-linked note (ELN)]] | ||
| + | * [[Equity derivative]] | ||
| + | * [[Foreign exchange derivative]] | ||
| + | * [[Fund derivative]] | ||
| + | * [[Interest rate derivative]] | ||
| + | * [[Mortgage-backed security]] | ||
| + | * [[Power reverse dual-currency note|Power reverse dual-currency note (PRDC)]] | ||
| + | |||
| + | | group7 = Market issues | ||
| + | | list7 = | ||
| + | * [[Consumer debt]] | ||
| + | * [[Corporate bond|Corporate debt]] | ||
| + | * [[Government debt]] | ||
| + | * [[Great Recession]] | ||
| + | * [[Municipal debt]] | ||
| + | * [[Tax policy]] | ||
| + | |||
| + | }}<noinclude> | ||
| + | {{collapsible option |statename=optional}} | ||
| + | [[Category:Finance templates]] | ||
| + | </noinclude> | ||
Latest revision as of 03:30, 20 October 2019
Initial visibility: currently defaults to autocollapse
To set this template's initial visibility, the |state= parameter may be used:
|state=collapsed:{{Derivatives market|state=collapsed}}to show the template collapsed, i.e., hidden apart from its title bar|state=expanded:{{Derivatives market|state=expanded}}to show the template expanded, i.e., fully visible|state=autocollapse:{{Derivatives market|state=autocollapse}}
If the |state= parameter in the template on this page is not set, the template's initial visibility is taken from the |default= parameter in the Collapsible option template. For the template on this page, that currently evaluates to autocollapse.