Spot rate: Difference between revisions
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imported>Doug Williamson (Link with Forward foreign exchange rate page and remove surplus words.) |
imported>Doug Williamson (Classify page.) |
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1. | |||
In interest rate markets, the Zero coupon rate. | |||
2. | |||
In foreign exchange markets, the foreign exchange rate for a transaction to be settled on the 'spot' date, normally two days after the deal date. | |||
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* [[Forward margin]] | * [[Forward margin]] | ||
* [[Forward points]] | * [[Forward points]] | ||
* [[FX]] | |||
* [[Interest rate parity]] | |||
* [[International Fisher Effect]] | * [[International Fisher Effect]] | ||
* [[Spot market]] | * [[Spot market]] | ||
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* [[Tom next]] | * [[Tom next]] | ||
* [[Zero coupon yield]] | * [[Zero coupon yield]] | ||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 11:31, 2 July 2022
1.
In interest rate markets, the Zero coupon rate.
2.
In foreign exchange markets, the foreign exchange rate for a transaction to be settled on the 'spot' date, normally two days after the deal date.
