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Autocap

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

Flexi Cap

An interest rate cap in which the total number of exercisable caplets is limited. That is, it is similar to...

Participating Cap

An interest rate cap (and an option strategy- a form of participating option) which gives its holder partial protection from...

Variable Strike Cap

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

N-Cap

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

Installment Cap

An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps...

Barrier Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

Average Rate Cap

An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...

Cross-Currency Cap

A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...

Forward Cap

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...