An interest rate swap in which both legs are based on floating rates. One leg is capped, that is, the…

A floored FRN in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...

An inverse FRN whose coupon moves inversely with respect to interest rates by more than one for one. The note...

It stands for snowball coupon note; a structured product in which the payment of a one-off conditional coupon- known as...

With respect to structured products with barrier mechanism, it is a coupon (interest payment) that is carried over to the...

A structured product in which the payment of a one-off conditional coupon- known as a snowball coupon- is made (to...

With respect to structured products with barrier mechanism, it is a coupon (interest payment) that is carried over to the...

A type of snowballs in which the coupon is based on the previous coupon plus a strike level, with the...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...

A bond with interest coupons that change to preset levels on specific dates. More specifically, the bond pays a given...