Derivative Engines - Options Handbook






Range Accrual Options:

In a range accrual, option holder gets a fixed payout for every fixing date that the spot rate is inside or outside a predefined range.


Derivative Engines is a Real Time option calculator. Please see the online option pricers below.

Options Structured Products
Vanilla Options Dual Currency Deposit
Multiple Options Portfolio Asymetric Forward
Knock In Barrier Options Zero Cost Collar
Knock Out Barrier Options Seagull (3 Way Collar)