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Limit Floor

An interest rate floor that consists of a number of floorlets along with a prespecified limit. It is designed to…

Forward Floor

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

Arrears Floor

An interest rate floor that has its rates reset in arrears and likewise paid in arrears. However, in practice, a…

Deferred Floor

A floor (interest rate floor) which provides protection against interest rate downward fluctuations for a future period starting at some…

Deferred Start Floor

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

Average Rate Floor

An interest rate floor (i.e., a contract on a minimum interest rate) whereby the seller pays the buyer, at periodic…

Amortizing Floor

An interest rate floor in which the successive floorlets cover decreasing notional principal amounts. In other words, the notional principal…

Payment Floor

A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against…

Cumulative Floor

A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against…

Floor

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