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Leverage Factor

In relation to floaters and inverse floaters (and other similar floating rate instruments such as inverse floating-rate CMO), it is...

Coupon Leverage

In relation to floaters and inverse floaters (and other similar floating rate instruments such as inverse floating-rate CMO), it is...

Leveraged Floored FRN 

A floored FRN in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...

Leveraged Floored Floater

A floored floater in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...

Leveraged Floored Floater

A structured product (floored floater) in which a minimum level of coupon depends on a specific floor rate or is...

Leveraged Floored FRN

A structured product (floored FRN) in which a minimum level of coupon depends on a specific floor rate or is...

Leverage Factor

The expected or actual percentage price change in an option's value (or the value of other derivatives position) in response...

Snow Bear

A hybrid derivative instrument that is used by investors willing to bet on rising rates in a binary (digital) fashion....