Valuation – product coverage
Sample of products coverage
| Stocks and indices | Interest rates |
|---|---|
| Vanilla option (call / put) | Swap |
| European, American and Bermudan exercise | Basis swap |
| Asian option | CMS spread |
| Convertible / Reverse convertible | Inflation swap, inflation option |
| Autocallable | Range Accrual Note |
| Quanto option | |
| Barrier option | |
| Digital option | |
| Multi asset (stocks and indices) | Credit |
| Plain vanilla | Credit Default Swap |
| Worst of / best of | Credit Link Note |
| Cliquet | Nth to default |
| Cappuccino | |
| Mountain range | |
| Volatility | |
| Variance swap | |
| Volatility option |
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