An option in which the floor level is based on the last rate set for the underlying floating rate (LIBOR)....

A cash-settled option that sets a minimum limit (floor/ interest rate floor) on the spread between two benchmark interest rates…

An interest rate swap in which an embedded collar (cap and floor) is placed on the floating rate payment. In...

An OTC interest rate derivative, or specifically a contract on an interest rate whereby the seller (or the writer) pays...

A single component of a quanto floor. In other words, it is a floor whose payout is payable in a...

An interest rate floor that is paid in a currency different from the one denominating the reference rate. This structure...

A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against...

A modified version of the chooser flexible floor in which the total floor notional amount that may be exercised over...

An interest rate floor (cap) that comes with no additional features. In other words, the structure of a vanilla floor...

An interest rate floor in which there is, contrary to a regular floor (vanilla floor), no direct dependency between the...