- embedded period cap/floor
- embedded period cap/floor
An embedded period cap/floor is an embedded option in a mortgage contract, which
sets an upper/lower limit to the maximum contract rate increase/decrease at interest rate
fixing dates. As above, this is not really an option, although it is usually included in
embedded options risk.
source: http://doc.utwente.nl/50842/1/thesisvanMullem.pdf
Selecteer hieronder het begrip in de taal waarin u verder wil zoeken. Vervolgens verschijnen de beschikbare zoekvragen voor die taal.
Heeft u opmerkingen/suggesties omtrent dit begrip? Klik hier om deze door te geven.