Instrument scope

Stock price & FX

• European Option
• Asian Option
• Range Accrual Option
• Barrier Option
• Cliquet Option
• American Option
• Average Option
• Compound Option
• Two Asset Barrier Option
• Early Redemption ELS
• Bermudan Option
• Forward Start Option
• Lookback Option
• Binary Barrier Option
• Multi-Asset ELS

Interest rate

• Bonds
• FRNs
• (Dual)Range Accrual Note
• Power Plus Note
• in-Arrears Swap
• Average Swap
• Spread Range Accrual Swap
• FRA
• Bond Option
• Spread (Range) Accrual Note
• Interest Rate Swap
• Currency Swap
• Spread Swap
• Caps/Floors
• Bond Futures
• Spread Note
• Average Power Spread Note
• CMS/CMT Swap
• Average Spread Swap
• Range Accrual Swap
• European Swaption

Credit

• Credit Default Swap
• Collateralized Bond Obligations
• Assets Swaps
• First-to-Default CDS
• Cash Flow CDO
• Credit Linked Note
• N-to-Default CDS
• Total Return Swap
• Credit Spread Option

Commodity

• Forwards
• European Option on Futures
• Quanto Options
• Futures
• Asian Options
• Swaps
• European Options
• Barrier Options
• Swaption

Valuation model

• Black-Scholes Model
• Lacal Volatility
• Black-Karasinski Model
• Stochastic convenience Yield Model
• Black Model
• Hull & White Model
• Finite Difference Method
• Hazard Rate Model
• Binomial / Trinomial Tree
• Black-Derman -Toy Model
• Monte Carlo Simulation
• Longstaff-Schwartz Method