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Amortizing Cap

An interest rate cap in which the successive caplets cover decreasing notional principal amounts. In other words, the notional principal...

Amortizing Option

An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...

Amortizing Collar

An interest rate collar (collar - collar option) which covers notional principal amounts (NPAs) decreasing on a scheduled basis. Amortization...