Non-deliverable option: Difference between revisions

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imported>Doug Williamson
(Create the page. Sources: The Treasurer, March 2017, p13, EMTA webpage http://www.emta.org/ndftt.aspx)
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Revision as of 12:02, 13 March 2017

(NDO).

A non-deliverable option is an option cash-settled for difference at its maturity, rather than by delivery of the underlying asset.

For example, a non-deliverable currency option is settled by a net cash payment, rather than delivery of the underlying foreign currency.


See also