Spot rate: Difference between revisions

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imported>Doug Williamson
(More detail on when the spot date is.)
imported>Doug Williamson
(Classify page.)
 
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#In interest rate markets, the Zero coupon rate.
1.
#In foreign exchange markets, the foreign exchange rate for a transaction to be settled on the 'spot' date, normally two days after date after the deal date.
 
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.




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* [[Backwardation]]
* [[Backwardation]]
* [[Cable]]
* [[Cable]]
* [[Forward foreign exchange rate]]
* [[Forward margin]]
* [[Forward margin]]
* [[Forward points]]
* [[Forward points]]
* [[FX]]
* [[Interest rate parity]]
* [[International Fisher Effect]]
* [[International Fisher Effect]]
* [[Spot market]]
* [[Spot market]]
* [[Spot price]]
* [[Spot price]]
* [[Spot transaction]]
* [[Spot transaction]]
* [[Tom]]
* [[Tom next]]
* [[Zero coupon yield]]
* [[Zero coupon yield]]
[[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.


See also