FTSE MTIRS Index - Underlying OTC Interest Rate Swap Market

Underlying OTC Interest Rate Swap Market

An Interest Rate Swap is an OTC agreement between two parties who agree to exchange a cash flow or stream of cash flows for another. In a vanilla fixed for floating Interest Rate Swap, one party receives fixed rate payments, usually semi annually and pays floating, usually 3 monthly based on LIBOR


Derivatives market
Derivative (finance)
Options
Terms
  • Credit spread
  • Debit spread
  • Exercise
  • Expiration
  • Moneyness
  • Open interest
  • Pin risk
  • Risk-free rate
  • Strike price
  • The Greeks
  • Volatility
Vanilla options
  • Bond option
  • Call
  • Employee stock option
  • Fixed income
  • FX
  • Option styles
  • Put
  • Warrants
Exotic options
  • Asian
  • Barrier
  • Binary
  • Cliquet
  • Compound option
  • Forward start option
  • Interest rate option
  • Lookback
  • Mountain range
  • Rainbow option
  • Swaption
Combinations
  • Collar
  • Fence
  • Iron butterfly
  • Iron condor
  • Straddle
  • Strangle
  • Covered call
  • Protective put
  • Risk reversal
Options spreads
  • Backspread
  • Bear spread
  • Bull spread
  • Box spread
  • Butterfly spread
  • Calendar spread
  • Diagonal spread
  • Ratio spread
  • Vertical spread
  • Intermarket Spread
Valuation of options
  • Binomial
  • Black
  • Black–Scholes
  • Finite difference
  • Garman-Kohlhagen
  • Put–call parity
  • Simulation
  • Trinomial
  • Vanna–Volga pricing
Swaps
  • Basis swap
  • Conditional variance swap
  • Constant maturity swap
  • Correlation swap
  • Credit default swap
  • Currency swap
  • Dividend swap
  • Equity swap
  • Forex swap
  • Inflation swap
  • Interest rate swap
  • Total return swap
  • Variance swap
  • Volatility swap
Forwards and Futures
  • Backwardation
  • Commodity futures
  • Contango
  • Currency future
  • Financial future
  • Forward market
  • Forward price
  • Forward rate
  • Index future
  • Interest rate future
  • Margin
  • Pricing of Forwards
  • Pricing of Futures
  • Single-stock futures
Other derivatives
  • Credit default option
  • CLN
  • Contract for difference
  • CPPI
  • Credit derivative
  • ELN
  • Equity derivative
  • Foreign exchange derivative
  • Fund derivative
  • Inflation derivatives
  • Interest rate derivative
  • PRDC
  • Real estate derivatives
  • Real options
Market issues
  • Tax policy
  • Consumer debt
  • Corporate debt
  • Government debt
  • Late 2000s recession

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