An option-based strategy which is established by purchasing a European-style option (the cap) and selling of another (the floor), both...
An OTC option (floor) that provides the holder, usually a mortgage company, with protection from a potential loss in return...
An OTC option (interest rate cap) that provides the holder, usually a mortgage company, with protection from a potential loss...
An interest rate collar that allows an investor or borrower to mitigate or limit exposure to unfavorable interest rate changes...
An option that allows the holder to enter into a participating swap. In other words, the holder has the right...
A swap which allows one of the counterparties to participate in favorable movements in the underlying rate/price, while giving that...
A volatility whose magnitude is theoretically set the same across different delta values of an option. The standard Black-Scholes model...
A volatility whose magnitude is theoretically set the same across different delta values of an option. The standard Black-Scholes model...
A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...
An interest rate cap (particularly, a flexible cap) that gives the holder the right to choose a specific number of...