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...

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...

the most liquid, benchmark products. It has associations with forward rate agreements (FRAs), and with zero coupon swaps (ZCSs). In its December 2014...

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...

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...

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...

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...

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...

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...

non-deliverable forward (NDF) is an outright forward or futures contract in which counterparties settle the difference between the contracted NDF price or rate and...