A type of SOFR (secured overnight financing rate) that calculate the compounded average of SOFR over a specific (usually customized)...

A type of SOFR (secured overnight financing rate) that represents an average of the daily overnight SOFR rate over 30-,...

It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…

A broad reference rate (known for short as SOFR) that measures the cost of borrowing money overnight collateralized by Treasury...

It stands for secured overnight financing rate; a broad reference rate that measures the cost of borrowing money overnight collateralized...

A rate that is used as a reference point for determination of payment in a contract/ agreement/ instrument, etc. A...

A certificate of deposit (CD) that pays a floating interest rate. In other words, the rate is afloat, adjusting upward...

A floater (floating-rate note) in which the coupon moves inversely to the movement of the reference rate. That is, if...

A financial security whose coupon rate is not fixed over its life. The coupon payments reset periodically according to a...

The short-term interest rate that is charged by banks to their most creditworthy, financially sound customers, i.e. customers who have...