Strike rate: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add links.) |
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== See also == | == See also == | ||
*[[Foreign exchange]] | |||
*[[Interest rate]] | |||
*[[Option]] | *[[Option]] | ||
*[[Strike price]] | *[[Strike price]] | ||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] |
Revision as of 14:58, 6 November 2016
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.