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Automatic Exercise Capped Call Option

A capped call (or specifically an automatic cash-out option) whose payoff is a specific maximum level and which will automatically...

Deferred Cap Floater

A capped floating rate note (capped floater) that is associated with a deferred cap. In other words, it comes with...

Constant Maturity Cap

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

Rolling Cap

A super flexible cap in which the notional amount is automatically rolled forward if not used by the holder. In...

Base Rate Cap

An interest rate cap that protects its holder, during a given period of time, against upward movement in the base...

Base Rate Collar

An interest rate collar that defines a maximum level and minimum level for the underlying base rate. In other words,...

Trigger Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

Binary Cap

A binary option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...

Reverse Collar

It is the opposite of a collar, and refers to simultaneously buying a floor (interest rate floor, equity floor, etc)...

Periodic Rate Cap

A cap that is placed on a resetting or periodic interest rate. It is usually purchased by a borrower who...