Filter by Categories
Accounting
Banking

Short-Term Interest Rate Option

An interest rate option in which the underlying is the three-month floating interest rate such as LIBOR , EURIBOR, etc....

STIR

An abbreviation for short-term interest rate contract. STIR contracts may take the form STIR futures, STIR option, STIR swap, etc.…

STIR Futures

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

STIR Swap

An acronym for short-term interest rate swap. By definition, it is an interest rate swap (IRS) whose maturity doesn't exceed...