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Delayed Start Floor

An interest rate floor that has a forward start date. In other words, the floor comes into effect at some...

Discrete Barrier Floor

A discrete barrier option which places a barrier floor on its underlying movements. A discrete barrier floor is similar to...

Sticky Floor

A nonstandard interest rate floor in which the floor rate for each floorlet is equal to the sum of the...

Constant Maturity Floor

A constant maturity option (a floortion on a constant maturity swap) which gives the holder the right to place a...

Base Rate Collar

An interest rate collar that defines a maximum level and minimum level for the underlying base rate. In other words,...

Binary Floor

A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...

Trigger Floor

An interest rate floor whose existence or activation depends on a floating rate or index falling below a certain barrier...

Reverse Collar

It is the opposite of a collar, and refers to simultaneously buying a floor (interest rate floor, equity floor, etc)...

Dual Strike Floor

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

Foreign Exchange Floor

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