A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...
A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...
An interest rate floor which provides, at specific adjustment dates, protection against decreasing interest rates for loans and mortgages. It...
An interest rate floor whose existence or activation depends on a floating rate or index falling below a certain barrier...
One put option in a floor. In other words, a floorlet is one put option in a series of sequentially...
An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...
An interest rate floor (i.e., a contract on a minimum interest rate) whereby the seller pays the buyer, at periodic...
A non-standard interest rate floor in which the rate used is a swap rate with a constant maturity. For example,...
An option-based strategy that is designed to establish a costless position and secure a return. It is a type of...
An interest rate derivative, or more specifically an interest rate floor whose strike is reset to the current interest rate...
