A floater in which the coupon is based on an inverse of a floating rate (capped and floored). The coupon...

A collateralized mortgage obligation (CMO) that is structured as inverse floater tranches. The CMO will earn interest at rates that...

A hybrid derivative structure in which the coupon is determined as the difference between the previous coupon and a predefined...

A combination of an inverse floater and a principal currency swap which is designed to hedge a direct exposure to...

A floater (floating-rate note) in which the coupon moves inversely to the movement of the reference rate. That is, if...

The interest payment (coupon) on an inverse floater; the floater offers a coupon that increases when interest rates fall and...

A collateralized mortgage obligation (CMO) that is structured as inverse floater tranches. The CMO will earn interest at rates that...

An abbreviated form of municipal derivative; a type of derivative contract in which the underlying is a municipal financial instrument,...

A type of derivative contract in which the underlying is a municipal financial instrument, municipal index or portfolio, etc. Municipal...

Another name for the snowball; a hybrid derivative instrument that allows investors harboring a strong feeling that rates will fall...