Definition of Floorlet. Meaning of Floorlet. Synonyms of Floorlet

Here you will find one or more explanations in English for the word Floorlet. Also in the bottom left of the page several parts of wikipedia pages related to the word Floorlet and, of course, Floorlet synonyms and on the right images related to the word Floorlet.

Definition of Floorlet

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Meaning of Floorlet from wikipedia

- options or floorlets on a specified reference rate, usually LIBOR. The buyer of the floor receives money if on the maturity of any of the floorlets, the reference...
- Model Dr. Milica Cudina, University of Texas at Austin Online tools Caplet And Floorlet Calculator Dr. Shing Hing Man, Thomson-Reuters' Risk Management...
- is based on the relevant nodes at the later step, plus, for any caplet (floorlet) maturing in the time-step, the difference between its reference-rate and...
- components, whereas call options can be seen to be equivalent to suitable floorlets, i.e. components of interest rate floors. See for example Brigo and Mercurio...