A floater (floating-rate note) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…
A floater that involves a short position in a strip of caps over the life of collateralized motgage obligation (CMO)…
A floating-rate note (floater) whose coupon payments fall within an embedded collar. This means the coupon is capped at a...
A floater in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds or falls...
A floored floater in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...
A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...
A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...
A floating-rate note (floater) whose coupon payments fall within an embedded collar. This means the coupon is capped at a...
A floater (FRN, floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a...
A floater (floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a floater...