interest rate derivative


A derivative which has as an underlier the ability to pay or receive a given amount of money at a given interest rate. Interest rate derivatives are the most popular kind of derivative, and include interest rate swaps and forex swaps.

Use this term in a sentence

Browse Definitions by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
interest rate collar interest rate differential (IRD)