An interest rate cap that pays the holder a reference rate (cap rate) raised to a given power in case...
An interest rate cap whose reference rate (underlying interest rate) is linked to the prime rate- i.e., the interest rate...
An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...
An interest rate cap the rate in which is an average of the reference rate over a specific period of...
A path-dependent option which constitutes an option on a knock-in cap. This option pays off if the underlying interest rate...
A knock-in cap in which the knock-in barrier is typically set above the cap's strike. The floating rate is based...
An interest rate cap (cap) that comes with no additional features. In other words, the structure of a regular cap...
A call option with a lookback strike price and a maximum settlement price/r ate. More specifically, it gives the holder...
A capped option that constitutes a long put position in which a cap is placed on the maximum payout of...
A capped option that constitutes a long call position in which a cap is placed on the maximum payout of...