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  2. Floating rate note - Wikipedia

    en.wikipedia.org/wiki/Floating_rate_note

    A deleveraged floating-rate note is one bearing a coupon that is the product of the index and a leverage factor, where the leverage factor is between zero and one. A deleveraged floater, which gives the investor decreased exposure to the underlying index, can be replicated by buying a pure FRN and entering into a swap to pay floating and ...

  3. Inverse floating rate note - Wikipedia

    en.wikipedia.org/wiki/Inverse_floating_rate_note

    With an inverse floater, as interest rates rise the coupon rate falls. [1] The basic structure is the same as an ordinary floating rate note except for the direction in which the coupon rate is adjusted. These two structures are often used in concert. As short-term interest rates fall, both the market price and the yield of the inverse floater ...

  4. Embedded option - Wikipedia

    en.wikipedia.org/wiki/Embedded_option

    A bespoke "tree" (usually a lattice-based short-rate model) may be constructed where the option's effect is incorporated at each node in the tree, impacting either the bond price or the option price as specified; see further under bond option. Once the price has been calculated, the various yields can then be calculated for the security.

  5. Interest rate cap and floor - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_cap_and_floor

    The purchase of the cap protects against rising rates while the sale of the floor generates premium income. A collar creates a band within which the buyer's effective interest rate fluctuates; A reverse interest rate collar is the simultaneous purchase of an interest rate floor and simultaneously selling an interest rate cap.

  6. Duration (finance) - Wikipedia

    en.wikipedia.org/wiki/Duration_(finance)

    Thus the index, or underlying yield curve, remains unchanged. Floating rate assets that are benchmarked to an index (such as 1-month or 3-month LIBOR) and reset periodically will have an effective duration near zero but a spread duration comparable to an otherwise identical fixed rate bond. [citation needed]

  7. Reference rate - Wikipedia

    en.wikipedia.org/wiki/Reference_rate

    The most common use of reference rates is that of short-term interest rates such as LIBOR in floating rate notes, loans, swaps, short-term interest rate futures contracts, etc. The rates are calculated by an independent organisation, such as the British Bankers Association (BBA) as the average of the rates quoted by a large panel of banks, to ...

  8. What is a factor rate and how to calculate it - AOL

    www.aol.com/finance/factor-rate-calculate...

    How to calculate a factor rate. Using the factor rate provided by the lender, you can quickly calculate the cost of the borrowed funds. For example, if you borrowed $100,000 with a factor rate of ...

  9. Floating interest rate - Wikipedia

    en.wikipedia.org/wiki/Floating_interest_rate

    Floating rate loans are common in the banking industry and for large corporate customers. [4] [5] A floating rate mortgage is a mortgage with a floating rate, as opposed to a fixed rate loan. [6] In many countries, floating rate loans and mortgages are predominant. They may be referred to by different names, such as an adjustable rate mortgage ...