A derivative which has as an underlier the ability to pay or receive a given amount of money at a given interest rate. Interest rate derivatives are the most popular kind of derivative, and include interest rate swaps and forex swaps.
Related information about interest rate derivative:
- Interest rate derivative - Wikipedia, the free encyclopedia
An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a notional amount of money at a given interest rate.
- Interest-Rate Derivative Definition | Investopedia
A financial instrument based on an underlying financial security whose value is affected by changes in interest rates. Interest-rate derivatives are hedges used ...
- Pricing Interest-Rate-Derivative Securities
Pricing Interest-Rate-. Derivative Securities. John Hull. Alan White. University of Toronto. This article shows that the one-state-variable interest-rate models of ...
- What is interest rate derivative? definition and meaning
Definition of interest rate derivative: A derivative which has as an underlier the ability to pay or receive a given amount of money at a given interest rate. Interest ...
- Interest Rate Derivatives
Options, swaps and futures represent different kinds of interest rate derivative contracts. Interest rate derivatives usually trade over-the-counter. Bond Options.
- An Analysis of OTC Interest Rate Derivatives Transactions ...
An interest rate derivative (IRD) is an agreement to exchange payments based on different rates over a specified period of time. In its most common form, the ...
- Fixed Income and Interest Rate Derivative Analysis: Mark Britten ...
Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without ...
- interest rate derivative noun - definition in Business English ...
interest rate derivative noun - definition, audio pronunciation and more for interest rate derivative noun: a financial product that gives the right to pay or receive ...