An option given to the seller of an interest rate futures contract which gives the seller a choice of several different deliverables. The seller could choose from Treasury bonds and notes provided that they satisfy the seller's contractual obligation to the buyer. also called swap option.
Related information about quality option:
- What is quality option? definition and meaning
Definition of quality option: An option given to the seller of an interest rate futures contract which gives the seller a choice of several different deliverables.
- 1. Valuing Bond Futures and the Quality Option - Fordham Graduate ...
against two popular models which ignore the quality option, namely the CIR model ... The quality option gives the short position the opportunity to deliver any US ...
- Quality option - Financial Dictionary - The Free Dictionary
Gives the seller choice of deliverables in Treasury bond and Treasury note futures contracts. Also called the swap option. Related: Cheapest to deliver issue.
- On The Future Contract Quality Option: A New Look
Downloadable! The paper provide a new method to replicate and price the quality options usually embedded in many future contracts. The replicating strategies ...
- ImageMagick: Command-line Options
Use the -quality option to set the compression level to be used by JPEG, PNG, MIFF, and MPEG encoders. Use the -sampling-factor option to set the sampling ...
- What is the "Original" quality option on YouTube videos? - AquuL
Mar 12, 2011 ... On July 9, 2010, YouTube introduced the Original quality option to YouTube videos. If a video on YouTube has the original quality option on it, ...
- The Quality Option and Timing Option in Futures Contracts - JStor
impact of the quality option when there are several deliverable assets. In addition , ... 2This assumption is often made in discussions of the quality option. Hence ...
- Quality option Definition - NASDAQ.com
Quality option : read the definition of Quality option and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.