An interest rate cap which consists of a limited string of caplets. It is designed to hedge future floating rate...

It stands for low outlay geared option. A low premium option (specifically a put) which allows the holder to participate...

A structured note in which a rate or spread relationship is multiplied to arrive at the ultimate coupon or principal...

A floating-rate note (floater) which as an embedded short cap on a face amount bigger than the face value of...

A reverse floating-rate note (reverse floater) in which the multiplier of the fixed rate is set, at the time the...

A structured product (floored floater) in which a minimum level of coupon depends on a specific floor rate or is...

A structured product (floored FRN) in which a minimum level of coupon depends on a specific floor rate or is...

An interest rate swap that has two legs: 1) LIBOR-pay, prime-receive and 2) prime-pay, LIBOR receive. In other words, the...

An interest rate swap that allows a floating rate borrower to transform a floating-rate liability into a fixed-rate obligation or...

A swap that allows investors to change the nature of their liabilities. It involves the exchange of payments on one...