Interest rate: related pages

An interest rate that is set in advance and does not change depending on external factors.

Interest rates that change over time in line with market rates (or a bank's central rate).

Interest rates adjusted for inflation: (1+r)/(1 + i) - 1 where r is the nominal interest rates and i is inflation.

This is the financial risk to which a portfolio or institution is exposed to if interest rates change.

The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.

Structured notes are bonds that contain embedded derivatives.

An agreement to exchange one stream of cash flows for another, often used to switch currencies and interest rates (fixed vs floating).

A hybrid security or hybrid instrument is a security that has characteristics of both debt and equity.

A bond is a security that pays interest. The majority of bonds have a fixed life at the end of which the principal is returned.

The price gain between the two trades in a repo transaction, expressed as an annualised percentage.

The tendency of a number that changes over time to return to the long term average after anomalous periods.

The pattern of variation of interest rates with time.