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

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

An interest rate floor the rate of which is an average of the reference rate over a specific period of...

It stands for a bounded floor. A modified interest rate floor in which the total payout is limited (bounded). The...

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

An interest rate floor which consists of a limited string of floorlets designed to hedge future floating rate receipts, specifically...

An interest rate swap in which a floor is placed under the floating rate leg to a predetermined level. The...