An OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...
An interest rate cap in which the number of caplets are less than reset periods. This feature makes a flexible...
An interest rate cap in which the number of caplets are less than reset periods. This feature makes a flexible...
A floater (FRN) in which coupon rates (coupon reset rates) are subject to an upper limit. Like standard floaters, capped...
A financial instrument (a derivative) whose value is based on the performance of an underlying interest rate. It gives the...
An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...
An interest rate cap whose payout (payoff) is calculated using a moving average interest rate within a specified interval. The...
An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...
An OTC option (interest rate cap) that provides the holder, usually a mortgage company, with protection from a potential loss...
An interest rate collar that allows an investor or borrower to mitigate or limit exposure to unfavorable interest rate changes...