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Presentation . 2022
License: CC BY
Data sources: Datacite
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
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Other literature type . 2022
License: CC BY
Data sources: ZENODO
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Cap Floor Explained

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 20 Apr 2022 English Publisher:Zenodo
Authors: Alex Yang;

doi: 10.5281/zenodo.4019684 , 10.5281/zenodo.6493279

Cap Floor Explained

Abstract

An interest rate cap is designed to provide insurance against the interest cap on an underlying floating-rate note rising above a certain level (cap rate), and is modelled as a portfolio of European interest rate call options (caplets).

https://ia801404.us.archive.org/13/items/ir-cap-30/IrCap-30.pdf

Keywords

Interest rate cap, interest rate floor, caplet, floorlet, call option, put option, valuation, Black model

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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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impulse
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