interest rate future

См. также в других словарях:

• Interest Rate Future — A futures contract with an underlying instrument that pays interest. An interest rate future is a contract between the buyer and seller agreeing to the future delivery of any interest bearing asset. The interest rate future allows the buyer and… …   Investment dictionary

• Interest rate future — An Interest Rate Future is a futures contract with an interest bearing instrument as the underlying asset.Examples include Treasury bill futures, Treasury bond futures and Eurodollar futures.The global market for exchange traded interest rate… …   Wikipedia

• Interest rate derivative — An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.The interest rate derivatives market is the largest derivatives market in the… …   Wikipedia

• 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 risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

• interest rate derivative — UK US noun [C] FINANCE ► a financial product that gives the right to pay or receive an amount of money at a future time, based on a particular interest rate: »Many of the world s top companies use interest rate derivatives to control their… …   Financial and business terms

• interest rate hedging — UK US noun [U] FINANCE ► the activity of using financial products to protect against future changes in interest rates: »Interest rate hedging helps protect your borrowing from the risk of fluctuations in interest rates …   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 — The monthly effective interest rate. For example, the periodic rate on a credit card with an 18% annual percentage rate is 1.5% per month. Bloomberg Financial Dictionary * * * interest rate ˈinterest ˌrate noun [countable] FINANCE the percentage… …   Financial and business terms

• Interest Rate Swap — An agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps often exchange a fixed payment for a floating payment that …   Investment dictionary