interest rate floor

interest rate floor
фин. опцион "флор", процентный опцион "пут" (соглашение между продавцом опциона и кредитором в отношении кредита с плавающей процентной ставкой, согласно которому ставка не может понизиться дальше заданного уровня в течение определенного периода времени; при желании владельца опциона реализовать свое право, продавец "флора" компенсирует ему разницу в процентных выплатах по кредиту; доходом продавца в данном случае, как при любом опционном контракте, служит премия по опциону )

Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.

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Смотреть что такое "interest rate floor" в других словарях:

  • interest rate floor — The opposite of an interest rate cap. An arrangement under which the seller, in return for a premium, will pay to the buyer the difference between the specified floor rate and the lower variable rate, should the variable rate fall below that… …   Law dictionary

  • Interest Rate Floor — An over the counter investment instrument that protects the floor buyer from losses resulting from a decrease in interest rates. The floor seller compensates the buyer with a payoff when the reference interest rate falls below the floor s strike… …   Investment dictionary

  • interest rate floor — See floor. American Banker Glossary An interest rate agreement in which payments are made when the reference rate falls below the strike rate. Related: interest rate cap. Bloomberg Financial Dictionary …   Financial and business terms

  • Interest rate floor — An interest rate agreement in which payments are made when the reference rate falls below the strike rate. The New York Times Financial Glossary …   Financial and business terms

  • Interest rate cap and floor — Interest rate c An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for… …   Wikipedia

  • interest rate collar — Under a collar arrangement, both an interest rate cap and an interest rate floor are sold simultaneously. The buyer ensures that if interest rates move outside an agreed range, it will receive payment from the seller. Related links collar… …   Law dictionary

  • Interest Rate Collar — An investment strategy that uses derivatives to hedge an investor s exposure to interest rate fluctuations. The investor purchases an interest rate ceiling for a premium, which is offset by selling an interest rate floor. This strategy protects… …   Investment dictionary

  • Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

  • Interest rate derivative — An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.The interest rate derivatives market is the largest derivatives market in the… …   Wikipedia

  • prime interest rate — Usually defined as the lowest rate of interest from time to time charged by a specific lender to its most credit worthy customers for short term unsecured loans. The prime rate is often used as the floor or base rate for setting interest rates on …   Black's law dictionary

  • Floor (disambiguation) — Floor may refer to one of the following: In buildings: Floor, the lower surface of a room; and the supportive subfloor, the layer which structurally provides the strength and support for the flooring above commonly miscalled the floor . Storey, a …   Wikipedia

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