Option contract whose underlying security is a debt obligation.
Related information about interest rate option:
- Interest rate option - Wikipedia, the free encyclopedia
Interest rate option is a derivative financial instrument. Interest Rate Options are a form of Exchange Traded Derivative whose underlying value is the rate on ...
- Interest rate derivative - Wikipedia, the free encyclopedia
Asian · Barrier · Binary · Cliquet · Compound option · Forward start option · Interest rate option · Lookback · Mountain range · Rainbow option · Swaption ...
- Interest-Rate Option Models: Understanding, Analysing and Using ...
"Overall this book provides and excellent summary of the state of knowledge of term structure modelling. It combines a solid academic background with the ...
- Interest Rate Option - Financial Dictionary - The Free Dictionary
An option contract giving the holder to buy (for a call) or sell (for a put) a security with a certain interest rate at a given strike price on or before the expiration date.
- CFA Level 1 Study Guide - Derivatives - Interest Rate Options vs ...
... Online Study Guide. Learn the differences between interest rate options and forward rate agreements. Sample payoff calculations of an interest rate option.
- The Economic Determinants of Interest Rate Option Smiles
We also examine the information content of interest rate option smiles, in order to ... contrast to equity option markets, interest rate option markets are almost ...
- TNxx-xx: Characteristics of Interest Rate Options
of the loan. Accordingly, an interest rate option has a designated principal, called the ... Thus, when an interest rate option based on m-day LIBOR expires, the ...
- Interest-rate option pricing revisited
INTEREST-RATE OPTION. PRICING REVISITED. CRAIG MERRILL. DAVID BABBEL. INTRODUCTION. When valuing derivative securities, if no arbitrage ...