An interest rate cap in which there is, contrary to a regular cap (vanilla cap), no direct dependency between the…
An interest rate cap that is paid in a currency different from the one denominating the reference rate. This structure…
An interest rate cap that has its rates reset in arrears and likewise paid in arrears. However, in practice, a…
A cap (interest rate cap) which provides protection against interest rate upward fluctuations for a future period starting at some…
An interest rate cap that has a forward start date. In other words, the cap comes into effect at some…
An abbreviation for floating-rate collateralized obligation; a collateralized mortgage obligation (CMO) that pays an adjustable rate of interest that is…
An abbreviation collateralized mortgage obligation floating-rate note; a collateralized mortgage obligation (CMO) that pays an adjustable rate of interest that…
A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…
A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…
A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…
