An option-based strategy that is designed to establish a costless position and secure a return. It is a type of...
A nonstandard interest rate cap in which the cap rate for each caplet is equal to the sum of the...
A digital option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...
It stands for pay-as-you-go cap; an interest rate cap that requires its holder to pay only a small upfront premium...
An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps,...
An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...
A capped floating rate note that is associated with a deferred cap. In other words, it comes with a maximum...
A capped floating rate note (capped FRN) that is associated with a deferred cap. In other words, it comes with...
An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...
An interest rate cap that has a forward start date. In other words, the cap comes into effect at some...