Abstract
As we will see, there exists many different definitions of interest rates in the markets. A repo trader talks about the simple rate, an option trader of the continuous compounding rate and a bond trader of yield-to-maturity (YTM). We will briefly 0name some of the rates and give a short description. Some of these rates will be discussed in detail in later sections.
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- 1.
XIBOR are used in general for Inter Bank Offer Rates in different currencies where X = L for London, ST for Stockholm EUR for EURO etc.
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Röman, J.R.M. (2017). Interest Rate. In: Analytical Finance: Volume II. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-52584-6_2
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DOI: https://doi.org/10.1007/978-3-319-52584-6_2
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Publisher Name: Palgrave Macmillan, Cham
Print ISBN: 978-3-319-52583-9
Online ISBN: 978-3-319-52584-6
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