Interest rate caps floor and collar

Princes (CA/CWA student) (37 Points)

09 September 2011  

Please help me to understand the Interest rate Caps Floor and Collar (one of the topic of SFM paper-OTC Derivative chapter). Qestion given in RTP two times. I am unable to understand that topic.


I do not want to take risk on RTP question. so please help me. If any one have good notes regarding such topic please provide me.


It is urgent please help me.