FLOOR_EUR_3Y · EUR 3Y ESTR Interest Rate Floor
Rates · Floor
Overview
EUR 3Y ESTR Interest Rate Floor — rates instrument, base currency EUR, tenor 3Y.
Specification
How this instrument is defined
- Strike
- 2
- Index
- ESTR
- Floorlets
- 12
- Freq
- 3M
Risk factors
The market variables that move this product
EUR_SWAP_CURVE
EUR_CAP_VOL
At a glance
- Code
- FLOOR_EUR_3Y
- Asset class
- Rates
- Type
- Floor
- Base currency
- EUR
- Tenor
- 3Y
- Exotic
- No
- Status
- Active
Trades referencing this product
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