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Interest rate cap and floor
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==References== *{{cite book | title = Interest Rate Models - Theory and Practice with Smile, Inflation and Credit| author = Damiano Brigo, Fabio Mercurio | publisher = Springer Verlag | year = 2001 | edition = 2nd ed. 2006 | isbn = 978-3-540-22149-4}} *{{cite book | title = Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1| author = David F. Babbel | publisher = John Wiley & Sons| year = 1996| edition = 1st| isbn = 978-1883249151}} *{{cite book | title = Valuation of fixed income securities and derivatives | author = Frank Fabozzi | author-link = Frank Fabozzi | publisher = [[John Wiley & Sons|John Wiley]]| year = 1998| edition = 3rd| isbn = 978-1-883249-25-0}}
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