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MSRO

It stands for multiperiod strike reset option; an option in which the strike price is periodically reset with multiple payouts....

Multiperiod Strike Reset Option

An option in which the strike price is periodically reset with multiple payouts. This option pays off the greater of...

Coupon Indexed Floater

A floating-rate note (floater) in which the periodic coupon depends on the performance of some embedded option with an underlying...