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

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

An inverse floater swap in which the payer of the structured leg has the right to call off the transaction...

An inverse floater whose coupon moves inversely with respect to interest rates by more than one for one. The floater is equipped with a coupon leverage- i.e.,...

A tranche that is created from the collateral tranche (in a CMO structure), and whose coupon rate is inversely related...