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

The price that is charged by the seller of a cap in return for giving the cap buyer the right...

The price that is charged by a interest rate cap seller in return for giving the cap buyer the right...

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 nonstandard interest rate cap in which the cap rate for each caplet is equal to the sum of the...

A digital option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...

It stands for pay-as-you-go cap; an interest rate cap that requires its holder to pay only a small upfront premium...

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

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