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Accounting
Banking

Arrears Cap

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

Deferred Cap

A cap (interest rate cap) which provides protection against interest rate upward fluctuations for a future period starting at some…

Discrete Barrier Cap

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

Deferred Start Cap

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some…

Quanto Caplet

A single component of a quanto cap. In other words, it is a caplet whose payout is payable in a...

Inflation Caplet

A call option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...

CPO

It stands for contingent payment option or contingent premium option; an option contract for which no premium is paid upfront by the buyer...

Contingent Payment Option

An option contract for which no premium is paid upfront by the buyer (long). However, a pre-specified premium should be paid if the option...

Auto Cap

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

Autocap

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