Search
Generic filters
Filter by Categories
Accounting
Banking

Near Perfect FRN

An FRN that is embedded with caps or collars (caps and floors) so that the floating rate movement (adjustment) is…

Fence

The purchase of one option and the sale of a different-type option with a different strike price. In other words,…

Collared FRN

A floating-rate note (FRN) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…

Zero Premium Collar

A zero-premium option (zero-cost option) that is used to protect a position taken in a transaction by buying a put...

Collared Floater

A floater (floating-rate note) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…

Collared Floating Rate Note

A floating-rate note (floater) whose coupon payments fall within an embedded collar. This means the coupon is capped at a...

Collared Floating-Rate Note

A floating-rate note (FRN) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…

Collar Swap

An interest rate swap in which an embedded collar is placed on the floating rate payment. In other words, the...

Collartion

An option on a collar. It gives its holder the right, without the obligation, to trade a collar at or...

Collar

The collar (also “hedge wrapper”) is a protective options strategy that can be established by purchasing an out of the...