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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...

Limit Cap

An interest rate cap which consists of a limited string of caplets. It is designed to hedge future floating rate...

Auto Cap

An interest rate cap which consists of a string of caplets. It is designed to hedge future floating rate payment,...

Autocap

An interest rate cap which consists of a string of caplets. It is designed to hedge future floating rate payment,...

Flexi Cap

An interest rate cap in which the total number of exercisable caplets is limited. That is, it is similar to...

Participating Cap

An interest rate cap (and an option strategy- a form of participating option) which gives its holder partial protection from...

Variable Strike Cap

An interest rate cap which provides, at specific adjustment dates, protection against increasing interest rates for loans and mortgages. It...

N-Cap

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...

Installment Cap

An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps...