This chapter is designed to provide an in-depth analysis and description of interest rate futures (IRFs) and currency futures contracts. The chapter examines two types of IRF contracts. The first, IRF based on short-term interbank rates, for example the 3-month Kuala Lumpur Interbank Offer ...
49 -- 21:22 App 1.3.19 利率期货 Interest Rate Futures 81 -- 27:01 App 2.10.6 标准五——投资分析、建议和行动 22 -- 21:58 App 1.7.6 期货合约的定价与估值 Pricing and Valuation of Futures Contracts 15 -- 27:27 App 1.4.10 利率 Interest Rates 102 -- 22:32 App 2.10.7 标准六...
Twitter Google Share on Facebook plain-vanilla (redirected fromInterest rate swap) Also found in:Financial,Acronyms,Encyclopedia,Wikipedia. Related to Interest rate swap:Currency swap plain′-vanil′la adj. having no embellishments; simple; basic. ...
Assume Wardegul Co has a newly-acquired subsidiary in Euria, where the local currency is the dinar (D). The subsidiary expects to receive D27,000,000 and wants to invest this D27,000,000. Forward rate agreements Futures Options Wants to invest this D27,0...
Investors also hoped the Fed's widely anticipated rate cut could revitalize demand in the top oil consuming nation. Fed funds futures showed markets pricing in a 69% chance that the central bank will cut rates by 50 basis points. A cut of that magnitude could soften th...
Interest Rate Futures Contracts and Currency Futures Contracts This chapter is designed to provide an in-depth analysis and description of interest rate futures (IRFs) and currency futures contracts. The chapter examines two types of IRF contracts. The first, IRF based on short-term interbank rate...
awood bentch 正在翻译,请等待...[translate] aAt the same time, the rapid development of currency derivatives and interest rate derivatives, also the commodity futures exchange increasing. 同时,货币衍生物和利率衍生物,也商品期货交换增加的迅速发展。[translate]...
An empirical analysis of yen-dollar currency swap market efficiency Specific items included in the forward-type category of derivative financial instruments include forward interest rate agreements, futures contracts interest rate swaps, interest rate collars, and commitments to purchase stock or bonds. Th...
Interest rate parity (IRP) plays an essential role inforeign exchange marketsby connecting interest rates, spot exchange rates, and foreign exchange rates.1 It's the fundamental equation that governs the relationship between interest rates andcurrency exchange rates. The basic premise of IRP is that...
rate mortgagesto fixed-rate mortgages as well. Futures are similar to forward contracts, except they are standardized and listed on regulated exchanges. This makes the arrangement more expensive, though there's less chance of one party failing to meet obligations. This is the most liquid option ...