Category:Rate Derivatives
From Open Risk Manual
The rate derivatives module defines derivatives that are based on numerical rates such as interest rates, indices and the like.This module defines derivatives that are based on numerical rates such as interest rates, indices and the like.
Subcategories
This category has the following 5 subcategories, out of 5 total.
F
- Forward Rate Agreements (1 P)
I
- Inflation Swaps (5 P)
- IR Options (11 P)
- IR Swaps (28 P)
O
- OTC Index Options (1 P)
Pages in category "Rate Derivatives"
The following 6 pages are in this category, out of 6 total.
