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Inflation Caplet

A call option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...

Inflation-Indexed Cap

An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds a...

Inflation-Indexed Floor

An inflation derivative that pays out if inflation (as measured by percentage increase in the consumer price index, CPI) drops...

Inflation Floorlet

A put option on the inflation rate implied by the consumer price index (CPI) or any similar index. A stream...