An exchange-traded futures contract on the 3-month LIBOR rate. Each contract controls a notional amount of USD 100,000. Interest on…
An option on a forward rate agreement (FRA) that gives the holder the right, without the obligation, to buy an…
A forward rate agreement (FRA) where the settlement date is more than one year in the future at the time…
The interest rate at which a forward rate agreement (FRA) is traded. In other words, it is the agreed rate...
A derivative instrument which is traded and privately negotiated in over-the-counter (OTC) markets, i.e. directly between the two parties involved,...
It stands for long-dated forward rate agreement; a forward rate agreement (FRA) where the is more than one year in...
The interest rate at which a forward rate agreement (FRA) is traded. In other words, it is the agreed rate...
One payment/ trade of a series of swap payments or forward rate agreement (FRA) trades. Each swaplet starts when the...
FRA, for short, is an over-the-counter (OTC) agreement to apply a certain interest rate to either lending or borrowing a...
A derivative instrument which is traded and privately negotiated in over-the-counter markets, i.e. directly between the two parties involved, without...
