Fixing derivative: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Classify page.) |
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Examples include forward contracts, futures contracts, FRAs and swaps. | Examples include forward contracts, futures contracts, FRAs and swaps. | ||
Contrasted with insurance-type instruments, such as | |||
Contrasted with insurance-type instruments, such as options. | |||
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* [[Option]] | * [[Option]] | ||
* [[Swap]] | * [[Swap]] | ||
[[Category:Manage_risks]] | |||
Latest revision as of 14:50, 1 July 2022
Risk management
A derivative which hedges an exposure to a variable market rate or market price by effectively fixing a hedged market price or rate for it.
Examples include forward contracts, futures contracts, FRAs and swaps.
Contrasted with insurance-type instruments, such as options.
