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

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

An interest rate floor whose existence or activation depends on a floating rate or index falling below a certain barrier...

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

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

A non-standard interest rate floor in which the rate used is a swap rate with a constant maturity. For example,...

An interest rate derivative, or more specifically an interest rate floor whose strike is reset to the current interest rate...

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

A nonstandard interest rate floor in which the floor rate for each floorlet is equal to the sum of the...

A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...