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Interest Rate Futures Option

A futures option whose underlying is a specific interest rate. The holder of such an option, by exercising it, obtains…

Short Term Interest Rate Futures

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…

STIR Futures

An abbreviation for short-term interest rate futures. It is an interest rate futures contract in which the underlying is typically...

Interest Rate Futures

A futures contract which allows the buyer to lock in a future investment rate today or at a specific incoming...

Interest Rate Derivative

A financial instrument (a derivative) whose value is based on the performance of an underlying interest rate. It gives the...