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

A combination of two interest rate caps, literally: a long position on an interest rate cap and a short position...

An interest rate option whose payoff is determined either as a fixed interest payment for an in-the-money option, or nothing...

A financial model used to value interest rate options based on a single factor (a single stochastic input), which is...

An interest rate option which gives the holder the right to make interest rate payments based on a fixed rate...

A type of interest rate derivative; a contract (an option) which gives the holder the right without the obligation to...

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

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

An interest rate option which applies one rate for part of the option’s life and another for the rest of...

Though it has several meanings in different contexts, it is usually defined as a tool that measures the sensitivity of...