Ratio Calendar Combination


 

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Ratio Calendar Combination

A strategy consisting of a simultaneous position of a ratio calendar spread using "calls" and a similar position using puts, where the striking price of the "calls" is greater that the striking price of the "puts".



Ratio Calendar Combination

Similar Matches

Combination order

Combination order

See: Alternative order


Combination

Combination

Applies to derivative products. Arrangement of options involving two long or two short positions with different expiration dates or strike (exercise) prices. See: Straddle.


Combination annuity

Combination annuity

See: Hybrid annuity


Combination matching

Combination matching

Also called horizon-matching, a variation of multiperiod immunization and cash flow-matching in which a portfolio is created that is always duration-matched and also cash-matched in the first few years.


Calendar Straddle or Combination

Calendar Straddle or Combination

See Calendar Spread.


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