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Interest Rate

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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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Notes

  1. 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

  • eBook Packages: Economics and FinanceEconomics and Finance (R0)

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