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In-Arrears Cap

An interest rate cap that has its rates reset in arrears and likewise paid in arrears. However, in practice, a...

Power Cap

An interest rate cap that pays the holder a reference rate (cap rate) raised to a given power in case...

Prime Cap

An interest rate cap whose reference rate (underlying interest rate) is linked to the prime rate- i.e., the interest rate...

Periodic Cap

An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...

Average Cap

An interest rate cap the rate in which is an average of the reference rate over a specific period of...

Regular Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a regular cap...

Standard Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a standard cap...

Vanilla Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a vanilla cap...

Limit Cap

An interest rate cap which consists of a limited string of caplets. It is designed to hedge future floating rate...

Auto Cap

An interest rate cap which consists of a string of caplets. It is designed to hedge future floating rate payment,...