Main category
Economics (General Management)
Abstract
An amortizing floor option consists of 12 floorlets, or put options, on the arithmetic average of the daily 12-month Pibor rate fixings over respective windows of approximately 30 calendar days. Furthermore the notional amount corresponding to each floorlet is specified by an amortization schedule.
Further reading
https://ia601505.us.archive.org/7/items/amortizing-floor-option/AmortizingFloorOption.pdf
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