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Perpetual Floater

A floater (floating-rate note) whose principal never matures, i.e., it doesn't have a redemption payment and only makes perpetual coupon...

Perpetual Floating-Rate Note

A floating-rate note (FRN) whose principal never matures, i.e., it doesn't have a redemption payment and only makes perpetual coupon...

Coupon Barrier Autocall Note

An autocall note that is subject to a coupon barrier with an opportunity for early redemption. It offers contingent periodic...

Inverse Floating Rate Note

An interest rate derivative whose payoff is inversely related to changes in interest rates. Principally, inverse floating rate notes are...

Deferred Cap Floater

A capped floating rate note (capped floater) that is associated with a deferred cap. In other words, it comes with...

Corridor Accrual Note

A bond (note) that pays interest only if the floating interest rate (such as LIBOR) or an interest rate option...

Non-Inversion Note

A note or bond whose coupons are based on the difference between two floating-rate indexes. Typically, these notes or bonds...

Neptune Protected Note

A variant of the Altiplano protected note which provides a series of annual worst-of knock-out coupons, rather than one at...

Range Accrual Promissory Note

A type of structured promissory note that has the potential to increase the yield (amount payable) beyond that of a...

Reverse Convertible Note

A reverse convertible and a structured note which is linked to the performance of an individual stock or a basket...