Difference between revisions of "Template:Derivatives market"
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imported>Jad Comair (added dividend futures) |
imported>TenPoundHammer (Removing link(s) to "Mountain range (options)": redirected. using TW) |
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(41 intermediate revisions by 24 users not shown) | |||
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{{Navbox | {{Navbox | ||
− | |name | + | | name = Derivatives market |
− | |title | + | | state = {{{state<includeonly>|autocollapse</includeonly>}}} |
− | | | + | | title = [[Derivatives market]] |
+ | | bodyclass = hlist | ||
− | |above | + | | above = [[Derivative (finance)]] |
− | | | + | | group1 = [[Option (finance)|Option]]s |
− | | | + | | list1 = |
− | + | {{Navbox|subgroup | |
− | |group1=Terms | + | | group1 = Terms |
− | |list1= | + | | list1 = |
* [[Credit spread (options)|Credit spread]] | * [[Credit spread (options)|Credit spread]] | ||
* [[Debit spread]] | * [[Debit spread]] | ||
Line 18: | Line 19: | ||
* [[Open interest]] | * [[Open interest]] | ||
* [[Pin risk (options)|Pin risk]] | * [[Pin risk (options)|Pin risk]] | ||
− | * [[Risk-free rate]] | + | * [[Risk-free interest rate]] |
* [[Strike price]] | * [[Strike price]] | ||
− | * [[ | + | * [[Greeks (finance)|the Greeks]] |
* [[Volatility (finance)|Volatility]] | * [[Volatility (finance)|Volatility]] | ||
− | |group2=[[Vanilla option]]s | + | | group2 = [[Vanilla option]]s |
− | |list2= | + | | list2 = |
+ | * [[American option|American]] | ||
* [[Bond option]] | * [[Bond option]] | ||
* [[Call option|Call]] | * [[Call option|Call]] | ||
* [[Employee stock option]] | * [[Employee stock option]] | ||
+ | * [[European option|European]] | ||
* [[Fixed income]] | * [[Fixed income]] | ||
− | * [[Foreign | + | * [[Foreign exchange option|FX]] |
* [[Option style]]s | * [[Option style]]s | ||
* [[Put option|Put]] | * [[Put option|Put]] | ||
− | * [[Warrant (finance)| | + | * [[Warrant (finance)|Warrant]]s |
− | |group3=[[Exotic option]]s | + | | group3 = [[Exotic option]]s |
− | |list3= | + | | list3 = |
* [[Asian option|Asian]] | * [[Asian option|Asian]] | ||
* [[Barrier option|Barrier]] | * [[Barrier option|Barrier]] | ||
+ | * [[Basket option|Basket]] | ||
* [[Binary option|Binary]] | * [[Binary option|Binary]] | ||
− | * [[Cliquet]] | + | * [[Chooser option|Chooser]] |
− | * [[Compound option]] | + | * [[Cliquet option|Cliquet]] |
− | * [[Forward start option]] | + | * [[Commodore option|Commodore]] |
− | * [[Interest rate option]] | + | * [[Compound option|Compound]] |
+ | * [[Forward start option|Forward start]] | ||
+ | * [[Interest rate option|Interest rate]] | ||
* [[Lookback option|Lookback]] | * [[Lookback option|Lookback]] | ||
− | * | + | * Mountain range |
− | * [[Rainbow option]] | + | * [[Rainbow option|Rainbow]] |
* [[Swaption]] | * [[Swaption]] | ||
− | |group4=[[ | + | | group4 = [[Options strategy|Combinations]] |
− | |list4= | + | | list4 = |
* [[Collar (finance)|Collar]] | * [[Collar (finance)|Collar]] | ||
+ | * [[Covered call]] | ||
* [[Fence (finance)|Fence]] | * [[Fence (finance)|Fence]] | ||
* [[Iron butterfly (options strategy)|Iron butterfly]] | * [[Iron butterfly (options strategy)|Iron butterfly]] | ||
Line 56: | Line 63: | ||
* [[Straddle]] | * [[Straddle]] | ||
* [[Strangle (options)|Strangle]] | * [[Strangle (options)|Strangle]] | ||
− | |||
* [[Protective put]] | * [[Protective put]] | ||
* [[Risk reversal]] | * [[Risk reversal]] | ||
− | |group5=[[Options spread]]s | + | | group5 = [[Options spread|Spread]]s |
− | |list5= | + | | list5 = |
− | * [[Backspread]] | + | * [[Backspread|Back]] |
− | * [[Bear spread]] | + | * [[Bear spread|Bear]] |
− | * [[ | + | * [[Box spread (options)|Box]] |
− | * [[ | + | * [[Bull spread|Bull]] |
− | * [[Butterfly (options)|Butterfly | + | * [[Butterfly (options)|Butterfly]] |
− | * [[Calendar spread]] | + | * [[Calendar spread|Calendar]] |
− | * [[Diagonal spread]] | + | * [[Diagonal spread|Diagonal]] |
− | * [[ | + | * [[Intermarket Spread|Intermarket]] |
− | * [[ | + | * [[Ratio spread|Ratio]] |
− | * [[ | + | * [[Vertical spread|Vertical]] |
− | |group6=[[Valuation of options]] | + | | group6 = [[Valuation of options|Valuation]] |
− | |list6= | + | | list6 = |
* [[Binomial options pricing model|Binomial]] | * [[Binomial options pricing model|Binomial]] | ||
* [[Black model|Black]] | * [[Black model|Black]] | ||
− | * [[Black–Scholes]] | + | * [[Black–Scholes model]] |
* [[Finite difference methods for option pricing|Finite difference]] | * [[Finite difference methods for option pricing|Finite difference]] | ||
− | * [[Foreign | + | * [[Foreign exchange option#Valuation: the Garman–Kohlhagen model|Garman–Kohlhagen]] |
+ | * [[Margrabe's formula]] | ||
* [[Put–call parity]] | * [[Put–call parity]] | ||
* [[Monte Carlo methods for option pricing|Simulation]] | * [[Monte Carlo methods for option pricing|Simulation]] | ||
+ | * [[Real options valuation]] | ||
* [[Trinomial tree|Trinomial]] | * [[Trinomial tree|Trinomial]] | ||
* [[Vanna–Volga pricing]] | * [[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 = | |
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− | |list4 | ||
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* [[Contango]] | * [[Contango]] | ||
* [[Currency future]] | * [[Currency future]] | ||
− | * [[ | + | * [[Dividend future]] |
* [[Forward market]] | * [[Forward market]] | ||
* [[Forward price]] | * [[Forward price]] | ||
+ | * [[Forward contract#Spot–forward parity|Forwards pricing]] | ||
* [[Forward rate]] | * [[Forward rate]] | ||
− | * [[ | + | * [[Futures contract#Pricing|Futures pricing]] |
* [[Interest rate future]] | * [[Interest rate future]] | ||
* [[Margin (finance)|Margin]] | * [[Margin (finance)|Margin]] | ||
− | * [[ | + | * [[Normal backwardation]] |
− | |||
* [[Single-stock futures]] | * [[Single-stock futures]] | ||
− | * [[ | + | * [[Slippage (finance)|Slippage]] |
− | |group5 | + | * [[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 default option]] | ||
− | |||
− | |||
− | |||
* [[Credit derivative]] | * [[Credit derivative]] | ||
− | * [[Equity- | + | * [[Equity-linked note|Equity-linked note (ELN)]] |
* [[Equity derivative]] | * [[Equity derivative]] | ||
* [[Foreign exchange derivative]] | * [[Foreign exchange derivative]] | ||
* [[Fund derivative]] | * [[Fund derivative]] | ||
− | |||
* [[Interest rate derivative]] | * [[Interest rate derivative]] | ||
− | * [[Power reverse dual currency note|PRDC | + | * [[Mortgage-backed security]] |
− | + | * [[Power reverse dual-currency note|Power reverse dual-currency note (PRDC)]] | |
− | |||
− | | | + | | group7 = Market issues |
− | | | + | | list7 = |
− | |||
* [[Consumer debt]] | * [[Consumer debt]] | ||
* [[Corporate bond|Corporate debt]] | * [[Corporate bond|Corporate debt]] | ||
* [[Government debt]] | * [[Government debt]] | ||
− | * [[ | + | * [[Great Recession]] |
+ | * [[Municipal debt]] | ||
+ | * [[Tax policy]] | ||
− | |||
}}<noinclude> | }}<noinclude> | ||
+ | {{collapsible option |statename=optional}} | ||
[[Category:Finance templates]] | [[Category:Finance templates]] | ||
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</noinclude> | </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
.