implied rate

См. также в других словарях:

• Implied Rate — An interest rate that is determined by the difference between the spot rate and the forward/futures rate. The degree of relative costliness of a future rate can be assessed by comparing the implied rate with the spot rate. Calculated as: For… …   Investment dictionary

• Implied repo rate — IRR is the rate of return of borrowing money to buy an asset in the spot market and delivering it in the futures market where the notional is used to repay the loan. Simplified closed form IRR = ( frac ext{InvoicePrice} ext{PurchasePriceOfBond} 1 …   Wikipedia

• Implied Repo Rate — The rate of return that can be earned by simultaneously selling a bond futures or forward contract and then buying an actual bond of equal amount in the cash market using borrowed money. The bond is held until it is delivered into the futures or… …   Investment dictionary

• Implied volatility — In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, given a particular pricing model,… …   Wikipedia

• Implied heat rate —   A calculation of the day ahead electric price divided by the day ahead natural gas price. Implied heat rate is also known as the ‘break even natural gas market heat rate,’ because only a natural gas generator with an operating heat rate… …   Energy terms

• implied volatility — Volatility of a financial instrument that is imputed by subtracting all of the other factors thought to contribute to the price of an option. The amount remaining after those subtractions is attributed to volatility. Implied volatility is not the …   Financial and business terms

• implied repo rate — The rate that a seller of a futures contract can earn by buying an issue and then delivering it at the settlement date. Related: cheapest to deliver issue. Bloomberg Financial Dictionary The rate of return before financing costs implied by a… …   Financial and business terms

• Implied Volatility - IV — The estimated volatility of a security s price. In general, implied volatility increases when the market is bearish and decreases when the market is bullish. This is due to the common belief that bearish markets are more risky than bullish… …   Investment dictionary

• Implied Call — A right given to mortgage borrowers that allows them to call or pay back a loan at any time. The call is implied, as it is included in most mortgages unless specified otherwise. The implied call allows a borrower to refinance a mortgage when… …   Investment dictionary

• Implied volatility — The expected volatility in a stock s return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black/Scholes. The New York Times Financial Glossary * * *    The… …   Financial and business terms

• implied forward rates — Indicated future interest rates derived from the differences between current rates for different maturities of the same instrument. Yield curves include implied information about future interest rates. For example, suppose that a 2 year… …   Financial and business terms