4
$\begingroup$

I'm just trying to determine the appropriate naming convention for a category that holds cap or spread, or in other words, what category can I put cap and spread (in this context) into? Are they "Features" of a monthly sum option, or "Limits" ... I really don't know.

$\endgroup$
2
$\begingroup$

When speaking with quants, I call such things Boundary Conditions. With traders I tend to use Terms or Features.

$\endgroup$
  • $\begingroup$ I like "Features" $\endgroup$ – sooprise Oct 6 '11 at 21:02

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.