Search results for: “spot rate”
-
Interest Rate Parity Theorem
Interest rate differential between two countries is equal to the difference between the forward foreign exchange rate and the spot rate….
-
Forward Rate
A projection of future interest rates calculated from either the spot rates or the yield curve….
-
Expectations Theory Of Forward Exchange Rates
A theory of foreign exchange rates that holds that the expected future spot foreign exchange rate t periods in the future equals the current t-period forward exchange rate….
-
Option-Adjusted Spread (Oas)
(1) The spread over an issuer’s spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market price. (2) The cost of the implied call embedded in a MBS, defined as additional basis-yield spread. When added to […]
-
International Fisher Effect
States that the interest rate differential between two countries should be an unbiased predictor of the future change in the spot rate….
-
Bootstrapping
A process of creating a theoretical spot rate curve , using one yield projection as the basis for the yield of the next maturity….
-
Economic and Social Cohesion
Hierarchical Display of Economic and social cohesion European Union > European construction > Deepening of the European UnionEconomics > Regions and regional policy > Regional policy > EU regional policyEuropean Union > EU finance > EU financing > EU financial instrument > Fund (EU) > […]
-
EU Investment
Hierarchical Display of EU investment Finance > Financing and investment > InvestmentEuropean Union > EU finance > EU financing > EU financial instrument > Fund (EU) > European Fund for Strategic InvestmentsEuropean Union > EU finance > EU financing > EU financial instrument > Fund […]
-
Partnership
The relation subsisting between two or more persons who have contracted together to share as common owners the profits of a business carried on by all or any of them on behalf of all of them, Shumaker, Partnership, 2. Elements : The essential elements of a partnership are (1) a contract […]
-
Exchange Policy
Hierarchical Display of Exchange policy Finance > Monetary economicsFinance > Monetary relations > Monetary relationsFinance > Monetary relations > European currency > EuroTrade > Trade policy > Commercial law > Law on negotiable instrumentsFinance > Monetary economics > […]