An option on a cap. For short, it is dubbed "caption". In other words, a caption is an option to...

An option on a cap. In other words, an interest rate caption is an option to buy or sell an…

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

An interest rate collar that allows an investor or borrower to mitigate or limit exposure to unfavorable interest rate changes...

An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...

An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...

It stands for a bounded floor. A modified interest rate floor in which the total payout is limited (bounded). The...

It stands for a bounded cap; a modified interest rate cap in which the total payout is limited (bounded). The...