en     ru     jp
 
 
  Home
News
Library
Newsletters
Event Calendar
Advertise
About
Contact
FAQ  
private banking
private banking
private banking
private banking
private banking
private banking
private banking
     
 
Home
      
Knowledge Base
      
Equity Derivatives and Structured Products Glossary
      
Periodic floor
       
 
Back

Periodic floor

 Search definitions     
  Search  

Periodic floor
A floor in which the strike rate can vary from period to period. The strike rate in a given period depends upon the strike set in the previous period. Such floors are normally set at a fixed number of Basis points above the previous strike or the index (for example Libor) plus a spread.

See also Periodic cap
Posted by  Privatebanking.com
 
  Back  
  Print  
  Email  

 

private banking
private banking
private banking
private banking
private banking
private banking
private banking

 
Home News Library Newsletters Event Calendar Advertise About Contact FAQ
Privacy Policy     Terms of Service
 

© Copyright by PRIVATE BANKING.COM
2002-2022 - All rights reserved.