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Interest Rate Derivatives
Copyright \u00a9 1999-2006
Investment Analytics
Interest Rate Derivatives
Copyright \u00a9 1999-2006 Investment Analytics
Interest rate Derivatives
Slide: 2
\ue000Swap futures & forwards
\ue000Caps/ Floors/ Collars
\ue000Swaptions
\ue000Callable & putable bonds
\ue000Floating rate notes
\ue000Inverse floaters
\ue000Range floaters
\ue000Inverse floaters
\ue000Step-up MTN\u2019s
\ue000
Futures on Swaps
\ue000
Obligation to deliver a swap with known
swap rate
Copyright \u00a9 1999-2006 Investment Analytics
Interest rate Derivatives
Slide: 3
Traded on CBOT
\ue000Competes with I MM Euro$ futures
\ue000
Similar uses: lock in future borrowing cost
\ue000Not useful for hedging swaps - standardization
does not work in this context!
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Fixed income YCM 2001 - Interest Rate Derivatives
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Info and Rating
| Category: | Uncategorized. |
| Rating: | (1 Rating) |
| Upload Date: | 10/16/2008 |
| Copyright: | Attribution Non-commercial |
| Tags: |
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