An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...
A cash-settled option that sets a maximum limit (cap/ interest rate cap) on the spread between two benchmark interest rates...
An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...
An inflation derivative (cap) that pays out if inflation (as measured by percentage increase in the consumer price index) exceeds...
An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...
The price that is charged by the seller of a cap in return for giving the cap buyer the right...
An option in which the cap level is based on the last rate set for the underlying floating rate (LIBOR)....
A cap which is placed on the payment of one or both counterparties to a volatility swap. This cap usually...
A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations...
A non-standard interest rate floor in which the rate used is a swap rate with a constant maturity. For example,...