An option (cap) that has no up-front premium (therefore, it is a variant of deferred premium option). In a self...
A floater (FRN, floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a...
A floater (floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a floater...
A floater (floating rate note) that has no cap. An embedded cap (a cap that is embedded) in a floater...
A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations...
A cap that places an upper bound on the marked-to-market loss associated with a portfolio of swaps. This cap gives...
An interest rate cap which limits the maximum level the interest rate could reach on each reset date when the...
An interest rate cap whereby the strike of later caplets is raised to reflect higher forward interest rates, especially in...
A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...
An exotic interest rate cap (a type of shout option) which gives the holder the right at any point in...