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Indexed Strike Floor

A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...

Lookback Floor

An interest rate floor that is based on the minimum of a reference rate during a previous period of time....

FX Floor

An option contract on foreign exchange whereby the seller (or the writer) pays the buyer, at periodic payment dates, the...

Bounded Floor

A modified interest rate floor in which the total payout is limited (bounded). The payout is similar to that of...

Bounded Barrier Floor

A barrier floor which has also the features of a bounded floor. Payment to the floor buyer is made only...

Inflation-Indexed Floor

An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index, CPI) drops...

In-Arrears Floor

An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...

Contingent Premium Floor

A contingent premium option in which the option is a floor (interest rate floor), where the holder is not required...

Periodic Floor

An interest rate floor which provides, at specific adjustment dates, protection against decreasing interest rates for loans and mortgages. It...

Knock-In CMS Floor

A knock-in floor in which the knock-in barrier is typically set below the floor's strike. The floating rate is based...