Interest rate derivative: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create page. Sources: Linked pages.) |
(No difference)
|
Latest revision as of 01:00, 12 August 2021
Risk management - hedging - interest rate risk - derivative instruments.
(IRD).
An interest rate derivative instrument or contract is one designed to hedge interest rate risk.
The cash flows and value of the interest rate derivative relate to an underlying reference interest rate.
Examples include forward rate agreements, interest rate swaps, cross-currency interest rate swaps, interest rate options and swaptions.
See also
- Collateral
- Credit support annex
- Cross-currency interest rate swap
- Derivative instrument
- Embedded derivative
- Expiry date
- Fixing instrument
- Forward rate agreement
- Hedging
- Interest rate option
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
