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Collar  (interest rate derivative) - Financial definition

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Translations:      FR  collar (n.m.) , collier sur taux d'intérêt (n.m.)     ES  collar de tipo de interés (n.m.)     DE  Zinscollar (n.m.) 

Concise definition of the term collar

Over-the-counter interest rate derivative which protects its holder against interest rate movements outside of a certain range. The purchase of a collar consists of simultaneously buying an interest rate cap and selling an interest rate floor. The sale of a collar is realized by simultaneously selling the cap and buying the floor.

Comprehensive definition of the term collar

Collars can be used to keep the cost of floating-rate debt within a certain range despite important interest rate movements.

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