Spot rate: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (More detail on when the spot date is.) |
imported>Doug Williamson (Classify page.) |
||
| (5 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
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. | |||
| Line 6: | Line 12: | ||
* [[Backwardation]] | * [[Backwardation]] | ||
* [[Cable]] | * [[Cable]] | ||
* [[Forward foreign exchange rate]] | |||
* [[Forward margin]] | * [[Forward margin]] | ||
* [[Forward points]] | * [[Forward points]] | ||
* [[FX]] | |||
* [[Interest rate parity]] | |||
* [[International Fisher Effect]] | * [[International Fisher Effect]] | ||
* [[Spot market]] | * [[Spot market]] | ||
* [[Spot price]] | * [[Spot price]] | ||
* [[Spot transaction]] | * [[Spot transaction]] | ||
* [[Tom]] | |||
* [[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.
