Currency derivative
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Risk management - hedging - currency risk - derivative instruments.
A currency derivative instrument or contract is one designed to hedge foreign currency risk.
The cash flows and value of the currency derivative relate to an underlying reference foreign exchange rate.
Examples include foreign currency futures contracts and options.
See also
- Collateral
- Commodity
- Commodity derivative
- Commodity risk
- Credit support annex
- Cross-currency interest rate swap
- Derivative instrument
- Embedded derivative
- Energy derivative
- Expiry date
- Fixing instrument
- Foreign currency
- Futures contract
- Hedging
- Inflation-linked derivative
- Interest rate derivative
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
