Derivatives
Fixed income derivatives include interest rate derivatives and credit derivatives. Often inflation derivatives are also included into this definition. There is a wide range of fixed income derivative products: options, swaps, futures contracts as well as forward contracts. The most widely traded kinds are:
- Credit default swaps
- Interest rate swaps
- Inflation swaps
- Bond futures on 2/10/30-year government bonds
- Interest rate futures on 90-day interbank interest rates
- Forward rate agreements
Read more about this topic: Fixed Income