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Quanto Floorlet

A single component of a quanto floor. In other words, it is a floor whose payout is payable in a...

Quanto Floor

An interest rate floor that is paid in a currency different from the one denominating the reference rate. This structure...

Q-Floor

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

Vanilla Floor

An interest rate floor (cap) that comes with no additional features. In other words, the structure of a vanilla floor...

General Floor

An interest rate floor in which there is, contrary to a regular floor (vanilla floor), no direct dependency between the...

Indexed Strike Floor

A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...

Lookback Floor

An interest rate floor that is based on the minimum of a reference rate during a previous period of time....

In-Arrears Floor

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

Contingent Premium Floor

A contingent premium option in which the option is a floor (interest rate floor), where the holder is not required...

Periodic Floor

An interest rate floor which provides, at specific adjustment dates, protection against decreasing interest rates for loans and mortgages. It...