Forecast and Spot rate: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Classify page.) |
||
Line 1: | Line 1: | ||
1. | |||
In interest rate markets, the Zero coupon rate. | |||
2. | |||
In foreign exchange markets, the foreign exchange rate for a transaction to be settled on the 'spot' date, normally two days after the deal date. | |||
== See also == | == See also == | ||
*[[ | * [[Backwardation]] | ||
*[[ | * [[Cable]] | ||
*[[ | * [[Forward foreign exchange rate]] | ||
*[[ | * [[Forward margin]] | ||
*[[ | * [[Forward points]] | ||
* [[FX]] | |||
* [[Interest rate parity]] | |||
* [[International Fisher Effect]] | |||
* [[Spot market]] | |||
* [[Spot price]] | |||
* [[Spot transaction]] | |||
* [[Tom]] | |||
* [[Tom next]] | |||
* [[Zero coupon yield]] | |||
[[Category: | [[Category:Financial_products_and_markets]] | ||
Latest revision as of 11:31, 2 July 2022
1.
In interest rate markets, the Zero coupon rate.
2.
In foreign exchange markets, the foreign exchange rate for a transaction to be settled on the 'spot' date, normally two days after the deal date.