- forward rates
- taux à terme (TT)
English-French insurance dictionary. 2013.
English-French insurance dictionary. 2013.
implied forward rates — Indicated future interest rates derived from the differences between current rates for different maturities of the same instrument. Yield curves include implied information about future interest rates. For example, suppose that a 2 year… … Financial and business terms
Forward exchange market — The forward exchange market is a market for contracts that ensure the future delivery of a foreign currency at a specified exchange rate. The price of a forward contract is known as the forward rate.Forward RatesForward rates are usually… … Wikipedia
Forward Rate Agreement (FRA) — Zinsausgleichsvereinbarung, bei der für eine künftige Mittelaufnahme oder anlage ein bestimmter Zins, die Forward Rate, vereinbart wird. Ist zum Zeitpunkt der Mittelaufnahme oder anlage der aktuelle Geldmarktzinssatz über die Forward Rate… … Lexikon der Economics
Forward Margin — The discount or premium between the spot and forward rates for a forward foreign exchange transaction. It represents the interest rate differential between the two currencies traded. ► See also Discount, Premium … Financial and business terms
Forward differential — Annualized percentage difference between spot and forward rates. The New York Times Financial Glossary … Financial and business terms
forward differential — annualized percentage difference between spot and forward rates. Bloomberg Financial Dictionary … Financial and business terms
forward (exchange) rate — /ˌfɔ:wəd ɪks tʃeɪndʒ reɪt/ noun a rate for purchase of foreign currency at a fixed price for delivery at a later date ● What are the forward rates for the pound? … Marketing dictionary in english
forward rate agreement — ( FRA) A customized agreement between two parties specifying the rate to be paid at some future date. Usually tied to LIBOR. American Banker Glossary ( FRA) Agreement to borrow or lend at a specified future date at an interest rate that is fixed… … Financial and business terms
Forward price — The forward price or forward rate is the agreed upon price of an asset in a forward contract. Using the rational pricing assumption, we can express the forward price in terms of the spot price and any dividends etc., so that there is no… … Wikipedia
Forward error correction — In telecommunication, information theory, and coding theory, forward error correction (FEC) or channel coding[1] is a technique used for controlling errors in data transmission over unreliable or noisy communication channels. The central idea is… … Wikipedia
Forward measure — A T forward measure is a pricing measure absolutely continuous with respect to a risk neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. Mathematical Definition Let D(T) = expleft( int 0^T r(u) du … Wikipedia