spot interest rate

См. также в других словарях:

• Spot interest rate — Interest rate fixed today on a loan that is made today. Related: forward interest rates. The New York Times Financial Glossary …   Financial and business terms

• spot interest rate — interest rate fixed today on a loan that is made today. Related: forward interest rates . Bloomberg Financial Dictionary …   Financial and business terms

• Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… …   Wikipedia

• Interest rate parity theorem — Interest rate differential between two countries is equal to the difference between the forward foreign exchange rate and the spot rate. The New York Times Financial Glossary …   Financial and business terms

• Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… …   Wikipedia

• Interest rate — Finance Financial markets Bond market …   Wikipedia

• Interest Rate Parity — A theory in which the interest rate differential between two countries is equal to the differential between the forward exchange rate and the spot exchange rate. Interest rate parity plays an essential role in foreign exchange markets, connecting …   Investment dictionary

• interest rate parity theorem — Expression that the interest rate differential between two countries is equal to the difference between the forward foreign exchange rate and the spot rate. Bloomberg Financial Dictionary …   Financial and business terms

• Covered Interest Rate Parity — This term refers to a condition where the relationship between interest rates and the spot and forward currency values of two countries are in equilibrium. As a result, there are no interest rate arbitrage opportunities between those two… …   Investment dictionary

• Spot-future parity — (or spot futures parity) is a parity condition that should theoretically hold, or opportunities for arbitrage exist. Spot future parity is an application of the law of one price. In plain English, if I can purchase a good today for price S and… …   Wikipedia

• Spot Rate Treasury Curve — A yield curve constructed using Treasury spot rates rather than yields. The spot rate Treasury curve can be used as a benchmark for pricing bonds. This type of rate curve can be built from on the run treasuries, off the run treasuries or a… …   Investment dictionary