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Discrete Barrier Cap

A discrete barrier option which places a barrier cap on its underlying movements. A discrete barrier cap is similar to…

Knock-Out Cap

A barrier cap whereby protection ceases to exist or deactivates only if the floating interest rate crosses the barrier on…

Indexed Strike Cap

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...

Bounded Barrier Cap

A barrier cap which has also the features of a bounded cap. Payment to the cap buyer is made only...

N-Cap

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...

Barrier Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

Trigger Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

Dual Strike Cap

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...