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rate derivatives

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  • derivatives — A derivative, derivatives or derivative contracts are financial instruments whose value derives from the value and characteristics of underlying products. The underlying assets (often referred to as the underlying or underlier ) are extremely… …   Law dictionary

  • Derivatives market — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • derivatives — (1) Financial instruments whose value depends upon the values of underlying assets, interest rates, currency exchange rates, or indexes. Various authorities define derivative instruments in broad, inclusive terms or narrow, exclusive terms. It is …   Financial and business terms

  • 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 Derivative — A financial instrument based on an underlying financial security whose value is affected by changes in interest rates. Interest rate derivatives are hedges used by institutional investors such as banks to combat the changes in market interest… …   Investment dictionary

  • Short rate model — In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.The short rateThe short rate, usually written r t… …   Wikipedia

  • Mumbai Interbank Forward Offer Rate - MIFOR — A rate that Indian banks and other derivative market participants used as a benchmark for setting prices on forward rate agreements and interest rate derivatives. MIFOR was a mix of the London Interbank Offer Rate (LIBOR) and a forward premium… …   Investment dictionary

  • 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

  • Inflation derivatives — In finance, inflation derivatives (or inflation indexed derivatives) refer to over the counter and exchange traded derivatives that are used to transfer inflation risk from one counterparty to another. Typically, real rate swaps also come under… …   Wikipedia

  • Stability derivatives — are a means of linearising the equations of motion of an atmospheric flight vehicle so that conventional control engineering methods may be applied to assess their stability.The dynamics of atmospheric flight vehicles is potentially very… …   Wikipedia

  • 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

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