rate-cap

基本解釋

Interest rate cap [IBRD]: A limit on the amount of interest that can be levied on a variable rate loan.
利率上限[國際復(fù)興開發(fā)銀行]:對可變利率貸款能夠征收的利息額的限度。
Interest rate cap [IBRD] A limit on the amount of interest that can be levied on a variable rate loan. Proposed for IBRD.
利率上限[國際復(fù)興開發(fā)銀行]對可變利率貸款能夠征收的利息額的限度。供國際復(fù)興開發(fā)銀行貸款使用。
Therefore the price of the inverse floater is the sum of the value of the fixed-rate bond, the interest rate swap and the interest rate cap.
而此拆解的原則是：(一) 在每個付息日，固定利率債券的債息收入要大于或等于浮動利率債券與反浮動利率債券的債息總和；
This study evaluates the interest rate caps with various term structure models, including HJM, BGM, and GK models.
摘要:本文應(yīng)用不同利率模型評價利率上限契約，所用的利率期間結(jié)構(gòu)模型包括HJM、BGM與GK模型。
Under BGM and GK models, we review the derivations for the pricing formulas of interest rate caps.
分別在BGM與GK模型下，回顧利率上限契約價格公式的推導(dǎo)過程。