The interest-only (OI) portion of a mortgage loan. Financial institutions, especially mortgage financing firms, separate a series of interest payment...

The interest-only portion of a mortgage loan. Financial institutions, especially mortgage financing firms, separate a series of interest payment from...

An interest rate derivative whose payoff is inversely related to changes in interest rates. Principally, inverse floating rate notes are...

Though it has several meanings in different contexts, it is usually defined as a tool that measures the sensitivity of...

A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....

An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

A futures contract which allows the buyer to lock in a future investment rate today or at a specific incoming...

An OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...