Difference between revisions of "Template:Derivatives market"
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imported>Gbawden (add link) |
imported>TenPoundHammer (Removing link(s) to "Mountain range (options)": redirected. using TW) |
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{{Navbox | {{Navbox | ||
| name = Derivatives market | | name = Derivatives market | ||
| − | | state = {{{state | + | | state = {{{state<includeonly>|autocollapse</includeonly>}}} |
| title = [[Derivatives market]] | | title = [[Derivatives market]] | ||
| − | | | + | | bodyclass = hlist |
| above = [[Derivative (finance)]] | | above = [[Derivative (finance)]] | ||
| − | | | + | | group1 = [[Option (finance)|Option]]s |
| − | | | + | | list1 = |
| − | {{Navbox subgroup | + | {{Navbox|subgroup |
| group1 = Terms | | group1 = Terms | ||
| list1 = | | list1 = | ||
| Line 19: | 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)| | + | * [[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]] | ||
| Line 39: | Line 41: | ||
* [[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]] |
| − | * [[Commodore option]] | + | * [[Cliquet option|Cliquet]] |
| − | * [[Compound option]] | + | * [[Commodore option|Commodore]] |
| − | * [[Forward start option]] | + | * [[Compound option|Compound]] |
| − | * [[Interest rate option]] | + | * [[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 58: | Line 63: | ||
* [[Straddle]] | * [[Straddle]] | ||
* [[Strangle (options)|Strangle]] | * [[Strangle (options)|Strangle]] | ||
| − | |||
* [[Protective put]] | * [[Protective put]] | ||
* [[Risk reversal]] | * [[Risk reversal]] | ||
| Line 66: | Line 70: | ||
* [[Backspread|Back]] | * [[Backspread|Back]] | ||
* [[Bear spread|Bear]] | * [[Bear spread|Bear]] | ||
| + | * [[Box spread (options)|Box]] | ||
* [[Bull spread|Bull]] | * [[Bull spread|Bull]] | ||
| − | |||
* [[Butterfly (options)|Butterfly]] | * [[Butterfly (options)|Butterfly]] | ||
* [[Calendar spread|Calendar]] | * [[Calendar spread|Calendar]] | ||
| Line 81: | Line 85: | ||
* [[Black–Scholes model]] | * [[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]] | * [[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 | | group3 = [[Swap (finance)|Swap]]s | ||
| list3 = | | list3 = | ||
| + | * [[Amortising swap|Amortising]] | ||
| + | * [[Asset swap|Asset]] | ||
* [[Basis swap|Basis]] | * [[Basis swap|Basis]] | ||
* [[Conditional variance swap|Conditional variance]] | * [[Conditional variance swap|Conditional variance]] | ||
| Line 102: | Line 107: | ||
* [[Equity swap|Equity]] | * [[Equity swap|Equity]] | ||
* [[Foreign exchange swap|Forex]] | * [[Foreign exchange swap|Forex]] | ||
| + | * [[forward rate agreement|Forward Rate Agreement]] | ||
* [[Inflation swap|Inflation]] | * [[Inflation swap|Inflation]] | ||
* [[Interest rate swap|Interest rate]] | * [[Interest rate swap|Interest rate]] | ||
| + | * [[Overnight indexed swap|Overnight indexed]] | ||
* [[Total return swap|Total return]] | * [[Total return swap|Total return]] | ||
* [[Variance swap|Variance]] | * [[Variance swap|Variance]] | ||
* [[Volatility swap|Volatility]] | * [[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]]}} | | group4 = {{hlist|[[Forward contract|Forward]]s|[[Futures contract|Futures]]}} | ||
| list4 = | | list4 = | ||
| − | |||
| − | |||
* [[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]] | ||
| + | * [[Stock market index future]] | ||
| − | | group5 = | + | | group5 = [[Exotic derivative]]s |
| list5 = | | 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-linked note|Equity-linked note (ELN)]] | * [[Equity-linked note|Equity-linked note (ELN)]] | ||
| Line 136: | Line 155: | ||
* [[Foreign exchange derivative]] | * [[Foreign exchange derivative]] | ||
* [[Fund derivative]] | * [[Fund derivative]] | ||
| − | |||
* [[Interest rate derivative]] | * [[Interest rate derivative]] | ||
| + | * [[Mortgage-backed security]] | ||
* [[Power reverse dual-currency note|Power reverse dual-currency note (PRDC)]] | * [[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}} | {{collapsible option |statename=optional}} | ||
| − | |||
[[Category:Finance templates]] | [[Category:Finance templates]] | ||
</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.