Filter by Categories
Accounting
Banking

Short-Term Interest Rate Option

An interest rate option in which the underlying is the three-month floating interest rate such as LIBOR , EURIBOR, etc....

NEO

An abbreviation for non-equity option; an option that is written on foreign currencies, bonds, and other debt issues, commodities, metals…

Interest Rate Contingent Option

An option (similar to a contingent payout option) in which the underlying asset (equity, commodity or foreign exchange rate) is...

Payment Floor

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

Payment Cap

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…

Range Accrual Bond

A bond that pays interest only if the floating interest rate (such as LIBOR) or aninterest rate option underlying a…

Cumulative Cap

A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…

Cumulative Floor

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

STIR Option

An acronym for short-term interest rate option. By definition, it is an interest rate option in which the underlying is...

Q-Floor

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