a forward rate agreement (FRA) is an interest rate derivative (IRD). In particular it is a linear IRD with strong associations with interest rate swaps...
7 KB (1,005 words) - 18:33, 13 March 2024
from now is a forward rate. To extract the forward rate, we need the zero-coupon yield curve. We are trying to find the future interest rate r 1 , 2 {\displaystyle...
4 KB (1,067 words) - 19:49, 18 December 2022
the most liquid, benchmark products. It has associations with forward rate agreements (FRAs), and with zero coupon swaps (ZCSs). In its December 2014...
33 KB (3,804 words) - 19:20, 28 August 2024
In business and contract law, a forward-forward agreement (FFA) is a form of forward rate agreement in which party A agrees to lend party B the m1 amount...
1 KB (133 words) - 04:35, 30 May 2024
difference in basis points between the forward rate and the basis rate for interest rate swaps and forward rate agreements. Note: The term outright is used...
23 KB (3,617 words) - 09:20, 9 June 2024
The forward exchange rate (also referred to as forward rate or forward price) is the exchange rate at which a bank agrees to exchange one currency for...
25 KB (3,278 words) - 08:04, 11 August 2024
A repurchase agreement, also known as a repo, RP, or sale and repurchase agreement, is a form of short-term borrowing, mainly in government securities...
36 KB (4,736 words) - 17:35, 20 May 2024
Derivative (finance) (section Forwards)
six months. The corporation could buy a forward rate agreement (FRA), which is a contract to pay a fixed rate of interest six months after purchases on...
89 KB (11,099 words) - 21:04, 30 July 2024
exchange rates. Countries can also have a strong or weak currency. There is no agreement in the economic literature on the optimal national exchange rate policy...
43 KB (5,575 words) - 13:01, 16 August 2024
An interest rate guarantee (IRG) is an option on a forward rate agreement (FRA) that is handled over-the-counter (OTC). A call IRG is called a borrower's...
1 KB (135 words) - 08:21, 7 July 2020