The first interim (reset) period (stub period) in the life of a floating rate instrument such as interest rate swap...
A medium to long-term debt obligation (note) that has its coupon rate linked to some reference interest rate (specifically a...
It stands for step-up recovery floating-rate note; a floating-rate note (floater or FRN) that typically pays 50% of a Constant-...
A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...
A floating-rate note/ floater (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread...
A floating rate note (floater or FRN) that pays a coupon whose amount depends on the times a floating rate...
A floater that pays periodical payment (coupons) calculated on the basis of the number of days during the preceding interest...
A collared FRN in which the caplet/ floorlet strikes increase at particular intervals/ increments (and hence the ratchet feature). The...
A floating-rate note (FRN) that typically pays 50% of a Constant- Maturity Treasury (CMS) rate plus a specific spread and under which a floor...
A floater in which the coupon (interest payment) is floored, i.e., cannot be less than a minimum level (the floor). Floored floaters are capital guaranteed...
