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Banking

Periodic Cap

An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...

Variable Strike Cap

An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...

One-Way Floater

A structured note (FRN) that pays a floating interest rate referenced to a popular market rate such as LIBOR. Each...

Time-Dependent Option

An option contract whose payoff depends on the price of an regular option at a single future time. For instance,...

Step-Up Cap

A cap structure that limits interest payment increase to a specific amount (called a jump) at each date the underlying...