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Non-Callable Range Accrual

A high quality debt security/ instrument that pays a fixed or floating coupon (interest payment) whose proportion is determined based...

    Range Accrual Steepener

    A steepener where interest only accrues on days when the spread between two swap rates falls or remains within a...

      Snowrange

      A type of snowballs in which the coupon is based on the previous coupon plus a strike level, with the...

        Callable Ratchet Corridor

        Another name for the snowrange; a type of snowballs in which the coupon is based on the previous coupon plus...