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Interest Rate Floor

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

Interest Rate Derivative

A financial instrument (a derivative) whose value is based on the performance of an underlying interest rate. It gives the...

Interest Rate Floortion

An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...

Interest Rate Caplet

An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...

Interest Rate Floorlet

An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...

Interest Rate Swaption

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

Accrued Interest

The interest which is earned by the holder of a debt instrument or interest rate derivative but not yet paid. In bonds, it is...

Interest Rate Swap

A derivative that involves the exchange of a fixed rate of interest on a certain notional amount for a floating rate...

Interest Rate Caption

An option on a cap. In other words, a caption is an option to buy or sell an interest rate cap whereby the holder has...