The action which an investor takes by entering into an interest rate swap in order to offset an exposure to…

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

A reverse floating-rate note (reverse floater) in which the multiplier of the fixed rate is set, at the time the...

A floater (FRN) that pays a high fixed rate coupon for an introductory period (first one or two years), then...

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

A swap in which the floating rate payments are inversely proportional to interest rate movements. The swap structure consists of...