An option in which the floor level is based on the last rate set for the underlying floating rate (LIBOR)....

An option in which the cap level is based on the last rate set for the underlying floating rate (LIBOR)....

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations...

An interest rate cap which limits the maximum level the interest rate could reach on each reset date when the...

An interest rate cap whereby the strike of later caplets is raised to reflect higher forward interest rates, especially in...

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...

A modified interest rate floor in which the total payout is limited (bounded). The payout is similar to that of...

A modified interest rate cap in which the total payout is limited (bounded). The payout is similar to that of...

An interest rate cap which requires no up front premium. This type of caps is instrumental in an environment of...