An interest rate floor that has a forward start date. In other words, the floor comes into effect at some...
A discrete barrier option which places a barrier floor on its underlying movements. A discrete barrier floor is similar to...
A nonstandard interest rate floor in which the floor rate for each floorlet is equal to the sum of the...
A constant maturity option (a floortion on a constant maturity swap) which gives the holder the right to place a...
An interest rate collar that defines a maximum level and minimum level for the underlying base rate. In other words,...
A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...
An interest rate floor whose existence or activation depends on a floating rate or index falling below a certain barrier...
It is the opposite of a collar, and refers to simultaneously buying a floor (interest rate floor, equity floor, etc)...
A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...
An option contract on foreign exchange whereby the seller (or the writer) pays the buyer, at periodic payment dates, the...