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Arrears Cap

An interest rate cap that has its rates reset in arrears and likewise paid in arrears. However, in practice, a…

Arrears Floor

An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a…

Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Back Set Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

Back-End Set Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…

In-Arrears Swap

An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…