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General Cap

An interest rate cap in which there is, contrary to a regular cap (vanilla cap), no direct dependency between the…

Regular Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a regular cap...

Standard Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a standard cap...

Vanilla Cap

An interest rate cap (cap) that comes with no additional features. In other words, the structure of a vanilla cap...

Constant Maturity Cap

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

Contingent Premium Cap

A contingent premium option in which the option is a cap (interest rate cap), where the holder is not required...

Contingent Cap

An interest rate cap whereby the buyer of the cap pays no up-front premium. Instead, he agrees to pay a...