SUPERSET
POSTERIOR
NAMES
Vanilla
1
THEORY TYPE
Technical
PRIOR
SUBSET
1
Finite-Maturity American Put Option
1
Cliquet Call Option
1
Forward Starting Equity Call Option
1
American Call Option
1
Asian Call Option
1
Asian Option
1
European Option
1
Convertible Bond
1
Correlation Swap
1
Variance Swap
1
Volatility Swap
1
Callable Basket Option
1
Binary Option
1
Discrete Single Barrier
1
Discrete Double Barrier
1
Continuous Double Barrier
1
One Touch Up/Down
1
No Touch Up/Down
1
Double One Touch
1
Double No Touch
1
Quanto Option
1
Asian Quanto Option
1
Quanto Single / Double Barrier
1
Cliquet Put Option
1
Composite Option
1
Variance with Caps and Floors
1
Volatility with Caps and Floors
1
Index Variance Swap
1
Callable Convertible Swap
1
Puttable Convertible Swap
1
Spread Option
1
Puttabe Basket Option
1
Two Basket Option