Risk glossary

 

Relative performance option

An option giving the buyer the right to the return from a single asset from a basket of two or more, either as a cash settlement or by physical delivery. The asset selected may be the best- or worst-performing of the assets in the basket, as measured against a common or independent benchmark.

  • LinkedIn  
  • Save this article
  • Print this page  

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: