Strike rate: Difference between revisions
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imported>Doug Williamson m (Spacing 20/8/13) |
imported>Doug Williamson m (Spacing, categorise the page, and link with Option page.) |
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In relation to interest rate options, the interest rate at which the option holder has the right to require the option writer to deal. | In relation to interest rate options, the interest rate at which the option holder has the right to require the option writer to deal. | ||
Also known as the Exercise rate. | Also known as the Exercise rate. | ||
== See also == | |||
*[[Option]] | |||
[[Category:Risk_frameworks]] | |||
Revision as of 19:39, 3 July 2014
Options.
In relation to foreign exchange options, the foreign exchange rate at which the option holder has the right to require the option writer to deal.
In relation to interest rate options, the interest rate at which the option holder has the right to require the option writer to deal.
Also known as the Exercise rate.
