Difference between revisions of "Template:Derivatives market"
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imported>Ronnotel m (Reverted edits by Diegodaquilio (talk) to last version by 76.120.175.135) |
imported>Sardanaphalus (state handling, linknames (sublist5, list3, 5), group4 name) |
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{{Navbox | {{Navbox | ||
| − | |name | + | | name = Derivatives market |
| − | |title | + | | state = {{{state|{{{1|autocollapse}}}}}} |
| − | |listclass = hlist | + | | title = [[Derivatives market]] |
| + | | listclass = hlist | ||
| − | |above | + | | above = [[Derivative (finance)]] |
| − | |group2 | + | | group2 = [[Option (finance)|Option]]s |
| − | |list2 | + | | list2 = |
| − | + | {{Navbox subgroup | |
| − | |group1=Terms | + | | group1 = Terms |
| − | |list1= | + | | list1 = |
* [[Credit spread (options)|Credit spread]] | * [[Credit spread (options)|Credit spread]] | ||
* [[Debit spread]] | * [[Debit spread]] | ||
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* [[Risk-free rate]] | * [[Risk-free 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 = |
* [[Bond option]] | * [[Bond option]] | ||
* [[Call option|Call]] | * [[Call option|Call]] | ||
| Line 32: | Line 33: | ||
* [[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]] | ||
| Line 48: | Line 49: | ||
* [[Swaption]] | * [[Swaption]] | ||
| − | |group4=[[Combinations (finance)|Combinations]] | + | | group4 = [[Combinations (finance)|Combinations]] |
| − | |list4= | + | | list4 = |
* [[Collar (finance)|Collar]] | * [[Collar (finance)|Collar]] | ||
* [[Fence (finance)|Fence]] | * [[Fence (finance)|Fence]] | ||
| Line 60: | Line 61: | ||
* [[Risk reversal]] | * [[Risk reversal]] | ||
| − | |group5=[[Options spread| | + | | group5 = [[Options spread|Spread]]s |
| − | |list5= | + | | list5 = |
| − | * [[Backspread]] | + | * [[Backspread|Back]] |
| − | * [[Bear spread]] | + | * [[Bear spread|Bear]] |
| − | * [[Bull spread]] | + | * [[Bull spread|Bull]] |
| − | * [[Box spread]] | + | * [[Box spread|Box]] |
| − | * [[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|Valuation]] | + | | 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 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]] |
* [[Put–call parity]] | * [[Put–call parity]] | ||
* [[Monte Carlo methods for option pricing|Simulation]] | * [[Monte Carlo methods for option pricing|Simulation]] | ||
* [[Trinomial tree|Trinomial]] | * [[Trinomial tree|Trinomial]] | ||
* [[Vanna–Volga pricing]] | * [[Vanna–Volga pricing]] | ||
| − | }} | + | }} |
| − | + | <!---group2 omitted to maintain alternating list backgrounds---> | |
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| − | |group4 | + | | group3 = [[Swap (finance)|Swap]]s |
| − | |list4 | + | | list3 = |
| + | * [[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]] | ||
| + | * [[Inflation swap|Inflation]] | ||
| + | * [[Interest rate swap|Interest rate]] | ||
| + | * [[Total return swap|Total return]] | ||
| + | * [[Variance swap|Variance]] | ||
| + | * [[Volatility swap|Volatility]] | ||
| + | |||
| + | | group4 = {{hlist|[[Forward contract|Forward]]s|[[Futures contract|Futures]]}} | ||
| + | | list4 = | ||
* [[Backwardation]] | * [[Backwardation]] | ||
* [[Commodity futures]] | * [[Commodity futures]] | ||
| Line 116: | Line 119: | ||
* [[Interest rate future]] | * [[Interest rate future]] | ||
* [[Margin (finance)|Margin]] | * [[Margin (finance)|Margin]] | ||
| − | * [[ | + | * [[Forward contract#Spot - forward parity|Forwards pricing]] |
| − | * [[ | + | * [[Futures contract#Pricing|Futures pricing]] |
* [[Single-stock futures]] | * [[Single-stock futures]] | ||
| − | |group5 | + | |
| − | |list5 | + | | group5 = Other derivatives |
| + | | list5 = | ||
* [[Credit default option]] | * [[Credit default option]] | ||
| − | * [[Credit-linked note|CLN]] | + | * [[Credit-linked note|Credit-linked note (CLN)]] |
* [[Contract for difference]] | * [[Contract for difference]] | ||
| − | * [[Constant proportion portfolio insurance|CPPI]] | + | * [[Constant proportion portfolio insurance|Constant proportion portfolio insurance (CPPI)]] |
* [[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]] | ||
| − | * [[Inflation derivative | + | * [[Inflation derivative]] |
* [[Interest rate derivative]] | * [[Interest rate derivative]] | ||
| − | * [[Power reverse dual currency note|PRDC]] | + | * [[Power reverse dual-currency note|Power reverse dual-currency note (PRDC)]] |
* [[Real estate derivative|Real estate derivatives]] | * [[Real estate derivative|Real estate derivatives]] | ||
* [[Real options valuation|Real options]] | * [[Real options valuation|Real options]] | ||
| − | |group6 | + | | group6 = Market issues |
| − | |list6 | + | |list6 = |
* [[Tax policy]] | * [[Tax policy]] | ||
* [[Consumer debt]] | * [[Consumer debt]] | ||
| Line 144: | Line 148: | ||
* [[Late 2000s recession]] | * [[Late 2000s recession]] | ||
| − | |||
}}<noinclude> | }}<noinclude> | ||
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| − | |||
| + | {{collapsible option |statename=optional}} | ||
| + | [[Category:Finance templates]] | ||
</noinclude> | </noinclude> | ||
Revision as of 01:05, 11 May 2014
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.