Strike rate

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Revision as of 08:31, 20 August 2013 by imported>Doug Williamson (Spacing 20/8/13)
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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.