Derivative Engines - Options Handbook






Window Barrier Options:

At Barrier options the life of the Barrier is the same as the life of the option. On the other hand if the barrier of the option is less than the life of the option then these options are called Window Barrier or Partial Barrier options.

Like regular Barrier options Window Barrier options can be applied as;

Window Barrier Knock In

Window Barrier Knock Out

Window Barrier Double Knock In

Window Barrier Double Knock Out

Window Barrier Knock In Knock Out


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)