Geometric mean and Points: Difference between pages

Revision as of 09:33, 12 June 2016

1.

Basis points, 0.01% per point for interest rates.

2.

Forward foreign exchange rate points.

3.

Foreign exchange swap rate points.

4.

US.

1% of a loan principal amount.

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-Geometric mean returns are calculated by taking account of compounding.
+.
-(Contrasted with the arithmetic mean, which ignores compounding).
+Basis points, 0.01% per point for interest rates.
-For example, the geometric mean return calculated from sample returns of 4%, 5% and 6% is given by:
-(1.04 x 1.05 x 1.06)<sup>(1/3)</sup> -1
+.
-= 4.9968%.
+Forward foreign exchange rate points.
+.
+Foreign exchange swap rate points.
+.
+''US.''
+% of a loan principal amount.
 == See also ==
-* [[Arithmetic mean]]
+* [[Basis point]]
+* [[Forward points]]
+* [[Pip]]
+* [[Point]]
+* [[Swap points]]