Linear: Difference between revisions
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imported>Doug Williamson (Mend link.) |
imported>Doug Williamson (Add definition. Source - Wikipedia - https://en.wikipedia.org/wiki/Interest_rate_derivative) |
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Straight-line. | 1. ''Numerical relationships.'' | ||
Straight-line, or approximately straight-line. | |||
2. ''Interest rate derivatives.'' | |||
Describing interest rate derivatives whose values are determined primarily by the reference interest rate, in an approximately proportional relationship. | |||
Examples include interest rate swaps and forward rate agreements. | |||
Contrasted with non-linear interest rate derivatives. | |||
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* [[Compounding effect]] | * [[Compounding effect]] | ||
* [[Exponential growth]] | * [[Exponential growth]] | ||
* [[Forward rate agreement]] | |||
* [[Geometric progression]] | * [[Geometric progression]] | ||
* [[Interest rate derivative]] | |||
* [[Interest rate swap]] | |||
* [[Line]] | * [[Line]] | ||
* [[Linear interpolation]] | * [[Linear interpolation]] | ||
* [[Linear regression]] | * [[Linear regression]] | ||
* [[Non-linear]] | |||
* [[Positive linear relationship]] | * [[Positive linear relationship]] | ||
[[Category:The_business_context]] | [[Category:The_business_context]] | ||
[[Category:Financial_products_and_markets]] | [[Category:Financial_products_and_markets]] | ||
Revision as of 00:47, 12 August 2021
1. Numerical relationships.
Straight-line, or approximately straight-line.
2. Interest rate derivatives.
Describing interest rate derivatives whose values are determined primarily by the reference interest rate, in an approximately proportional relationship.
Examples include interest rate swaps and forward rate agreements.
Contrasted with non-linear interest rate derivatives.
