It stands for Euro interbank offered rate; an interest rate that is based on the average interest rates at which...
Or Euribor; an interest rate that is based on the average interest rates at which a panel of more than...
It stands for currency-protected swap. A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest…
An interest rate futures contract in which the underlying is typically the three-month interest rate on a floating rate such as LIBOR, EURIBOR, etc. Some firms…
A cross currency basis swap which doesn’t involve currency conversion. For example, assume short-term interest rates in Japan are very…
An acronym for short-term interest rate option. By definition, it is an interest rate option in which the underlying is...