spread option

spread option
опцион спред (одновременная купля и продажа двух опционов на один финансовый инструмент с разными ценами)

Большой англо-русский и русско-английский словарь. 2001.

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  • Spread Option — A type of option that derives its value from the difference between the prices of two or more assets. Spread options can be written on all types of financial products including equities, bonds and currencies. This type of position can be… …   Investment dictionary

  • spread option — spread (def. 26b). * * * …   Universalium

  • spread option — spread (def. 26b) …   Useful english dictionary

  • spread option — A position consisting of the purchase of one option and the sale of another option on the same underlying security with a different exercise price and/or expiration date. Bloomberg Financial Dictionary …   Financial and business terms

  • Credit Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… …   Investment dictionary

  • Load Spread Option — A method of collecting the annual fees from investors in load funds through periodic deductions. These periodic deductions often are taken off of regular investor contributions to the fund to spread out the burden of the load fees over time. With …   Investment dictionary

  • Spread offense — “Spread offense” may also refer to the four corners offense developed by Dean Smith. The spread offense is an offensive American football scheme that is used at every level of the game including the NFL, CFL, NCAA, NAIA, and high schools across… …   Wikipedia

  • Option offense — Morris Knolls High school running an option offense The option offense is a generic term that is used to describe a wide variety of offensive systems in American football. Option offenses are characterized as such due to the predominance of… …   Wikipedia

  • option — an agreement, often for a consideration, which permits the purchase or sale of something within a stipulated time, in accordance with the terms of the agreement. For example, a right by a tenant to take up a further lease of premises, usually… …   Financial and business terms

  • Option — Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date. Investors, not companies, issue options. Investors who purchase call options bet the stock will be worth more than the price set… …   Financial and business terms

  • Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied …   Wikipedia


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