nouna floating rate note which has an agreed maximum rate
Related information about capped floating rate note:
- Structured Products Handbook - Oesterreichische Nationalbank
Oct 11, 2005 ... ž Capped floating rate note ¼ ž floater Ą cap where ž ¼ long position. Ą ¼ short position. We can map a collared floater into a standard floater, ...
- Capped Floating Rate Note - QFinance
Definition of capped floating rate note from QFinance - The Ultimate Financial Resource. What is capped floating rate note? Definitions and meanings of capped ...
- What is capped floating rate note? definition and meaning
Definition of capped floating rate note: nouna floating rate note which has an agreed maximum rate.
- Capped Floating Rate Note financial definition of Capped Floating ...
A variable-rate note with a maximum interest rate that the variable rate cannot exceed. For example, a variable-rate note may have a cap stating that the rate will ...
- What is floating rate note? definition and meaning
... note without a maturity date. (2) Capped floating rate: note with a ceiling on the interest rate. (3) Mini-Max: note whose interest rate fluctuates within a specified ...
- Financial Instruments Toolbox Release Notes
Price a capped floating-rate note using a Black-Derman-Toy interest-rate tree. ... Price a capped floating-rate note using a Heath-Jarrow-Morton interest-rate tree ...
- Supported Interest-Rate Instruments - MATLAB & Simulink
Price a capped floating-rate note from a Black-Derman-Toy interest-rate tree. floatbyhjm. Price a capped floating-rate note from a Heath-Jarrow-Morton ...
- Capped Floating Rate Note
A floating rate note whose maximum rate is fixed in terms of the reference index rate, holding the issuer's interest payment down in a high rate environment.