In relation to bonds, forward rate denotes the future yield on a bond (e.g., T-bond, T-note or T-bill). Simply put,...

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

The risk that arises from an underlying rate/price of a range-type derivative sliding outside the specified range. For example, the...

The fixed swap rate that is associated with a forward settlement. If the yield curve is upward sloping, this rate...

It stands for tom next or tomorrow next; a specialized forward transaction (a type of forward swap) in the foreign...

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

It stands for money-market derivative: a short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives...

A short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives include short-term interest rate futures and forward rate agreements (FRAs), short-dated...