An interest rate floor that consists of a number of floorlets along with a prespecified limit. It is designed to…
An interest rate floor that has a forward start date. In other words, the floor comes into effect at some…
An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a…
A floor (interest rate floor) which provides protection against interest rate downward fluctuations for a future period starting at some…
An interest rate floor that has a forward start date. In other words, the floor comes into effect at some…
An interest rate floor in which the successive floorlets cover decreasing notional principal amounts. In other words, the notional principal…
An OTC interest rate derivative, or specifically a contract on an interest rate whereby the seller (or the writer) pays...
A single component of a quanto floor. In other words, it is a floor whose payout is payable in a...
A put option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...
One put option in a floor. In other words, a floorlet is one put option in a series of sequentially...
