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Collared Floater

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

CMO Floater

A floater that involves a short position in a strip of caps over the life of collateralized motgage obligation (CMO)…

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...

Barrier Floater 

A floater in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds or falls...

Leveraged Floored Floater

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

Super Floater

A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...

Supercharged Floater

A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...

Min-Max Floater

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

Uncapped FRN

A floater (FRN, floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a...

Uncapped Floating Rate Note

A floater (floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a floater...