An option-based strategy which is established by purchasing a European-style option (the cap) and selling of another (the floor), both...

An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...

A forward contract which is enhanced with an embedded floor to protect the holder from substantially adverse price movements in...

An interest rate floor (particularly, a flexible floor) that gives the holder the right to choose a specific number of...

A market phenomenon that comes into play when dealers in CMS spread range accrual structures (CRANS) go from exposure being relatively flat...

The price that is charged by a floor seller in return for giving the floor buyer the right to exercise on some...

A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...

A risk reversal that allows investors to avoid paying a premium for an option. In this option strategy, the premium...

An interest rate cap which is placed on a floating rate, requiring premium payment if a knock-out trigger rate is...

A barrier floor whereby protection exists or activates (knocks in) only if the floating interest rate crosses the barrier (the...