Fixing instrument: Difference between revisions
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Revision as of 14:19, 23 October 2012
Risk management. A fixing instrument - or fixing derivative - is one which hedges an exposure to a variable market rate or market price by effectively fixing a hedged market rate for it.
Examples include forward contracts, futures contracts, FRAs and swaps.
Contrasted with insurance-type instruments, such as an options.
See also
- Derivative instrument
- Fixing
- Forward contract
- Forward rate agreement
- Futures contract
- Insurance
- Opportunity loss
- Option
- Swap
