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| Merita Nordbanken Capital Markets Group Active participant in the capital, derivatives and foreign exchange market. | |
| Bear Stearns The Derivatives Division provides the firm with a comprehensive global capability in derivatives and structured transactions. | ||
| Forward Rate Agreement Description of the characteristics, advantages, and disadvantages of this type of interest rate forward. | ||
| Options on Money Market Futures Definitions of options on money market futures and applications for interest rate risk management. | ||
| GovPx Forward Rate Agreements (FRAs) Quotes and convexity bias adjustments for FRAs in several major currencies. | ||
| Forward Rate Agreements (FRA) Beginner's guide to Forward Rate Agreements by Applied Derivatives Trading, an online magazine. | ||
| Pricing an Interest Rate Swap Using a Hypothetical Security Class notes by Galen Burghart on pricing interest rate swaps using a hypothetical security, in this case using Eurodollar futures. | ||
| Libor Regulating Swap Description of this type of interest rate swap where one party receives LIBOR and pays a blended rate representing a fraction fixed and a fraction floating. | ||
| Constant Maturity Swap Description of the characteristics, advantages, and disadvantages of this type of interest rate swap where the interest rate on one leg is reset periodically, but with reference to a market swap rate rather than LIBOR. | ||
| British Banker's Association Interest Rate Swaps Terms and conditions for interest rate swaps, as set forth by the British Banker's Association. | ||
| WWWFinance: Forward and Future Contracts Pricing and hedging applications of forward and futures contracts. | ||
| Interest Rate Caps Pricing interest rate caps and recursively computing volatility. Provided in lecture notes from the University of Illinois. | ||
| Mini-Max Floater Description of the characteristics, advantages, and disadvantages of this type of floating rate note with a guaranteed minimum coupon level and a guaranteed maximum level. | ||
| Swap Difference Agreement Description of the characteristics, advantages, and disadvantages of this type of contract that moves with reference to the difference between the same point on two different yield curves. | ||
| Intercapital Group Money and securities broker covering the government and municipal bonds, Eurobonds, corporate bonds, repos, equities, foreign exchange, cash deposits, interest rate products, commodities, asset swaps and credit derivatives. | ||
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