A floater (FRN) in which coupon payments are subject to a floor set at the preceding coupon payment and a...

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

An option structure in which the payout depends on the value of the underlying on several points in time (e.g.,...

An option structure in which the payout depends on the value of the underlying on several points in time (e.g.,...

An option on a swap futures. This option replicates the European-style convention of an OTC option with exercise taking place...

An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...

An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...

A hybrid derivative instrument that is similar to a snowball. Actually, it is a snowball structured as a bearish note...

An interest rate floor whose payout (payoff) is calculated using a moving average interest rate within a specified interval. The...

Foreign exchange collar; an option-based strategy which is established by purchasing a European-style option (the cap) and selling of another...