A non-standard interest rate floor in which the rate used is a swap rate with a constant maturity. For example,...

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

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

A collared floater in which the caplet/ floorlet strikes increase at particular intervals/ increments (and hence the ratchet feature). The...

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

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

A collared FRN in which the caplet/ floorlet strikes increase at particular intervals/ increments (and hence the ratchet feature). The...

An OTC option that belongs to the class of correlation derivatives, and which represents a European-style derivative with a payoff...

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