About: Interest rate derivative

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In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates. There are a multitude of different that can be used in this definition. IRDs are popular with all financial market participants given the need for almost any area of finance to either hedge or speculate on the movement of interest rates.

Attributes	Values
rdf:type	river
rdfs:label	Zinsderivat (de) Interest rate derivative (en) Option sur taux (fr)
rdfs:comment	Das Zinsderivat (englisch interest rate derivative, abgekürzt IRD) ist ein Derivat, dessen Basiswert ein Zinssatz, ein Zinsindex oder ein zinstragendes Finanzprodukt ist. (de) Une option sur taux (Interest Rate Option en anglais) donne le droit à l'acheteur d'emprunter un montant déterminé (Cap) ou d'en prêter un (Floor) à un taux d'intérêt fixé (taux d'intérêt d'exercice) pour une durée spécifique. (fr) In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates. There are a multitude of different that can be used in this definition. IRDs are popular with all financial market participants given the need for almost any area of finance to either hedge or speculate on the movement of interest rates. (en)
dcterms:subject	Derivatives (finance)
Wikipage page ID	502094 (xsd:integer)
Wikipage revision ID	1123286354 (xsd:integer)
Link from a Wikipage to another Wikipage	Monte Carlo methods for option pricing Underlying Day count convention Derivative (finance) Derivatives market Interest rate Interest rate swap Inverse floating rate note Notional amount Derivatives (finance) Mathematical finance Zero coupon swap Constant maturity swap Cross currency swap Commodity Speculation Bank for International Settlements Heath–Jarrow–Morton framework Hedge Lattice model (finance) Over-the-counter (finance) Foreign exchange market Foreign exchange option Forward rate agreement International Swaps and Derivatives Association Swaption Collateralized mortgage obligation Finance Financial modeling Interest rate cap Exotic derivative Multi-curve framework Zero-coupon bond Short-rate model Power reverse dual currency note Bermudan option Stock option dbr:In-arrears dbr:Interest_rate_index dbr:Single_currency_basis_swap dbr:Target_redemption_note
Link from a Wikipage to an external page	http://www.andersen-piterbarg-book.com https://web.archive.org/web/20110208161936/http:/andersen-piterbarg-book.com/ http://www.financial-edu.com/basic-fixed-income-derivative-hedging.php http://www.risk.net/asia-risk/feature/1496874/rate-steepeners-rise https://www.opencminc.com http://www.tradinginterestrates.com
sameAs	Interest rate derivative Interest rate derivative Interest rate derivative Interest rate derivative Interest rate derivative
dbp:wikiPageUsesTemplate	dbt:Cite_book dbt:ISBN dbt:Reflist dbt:Use_dmy_dates dbt:Derivatives_market
has abstract	Das Zinsderivat (englisch interest rate derivative, abgekürzt IRD) ist ein Derivat, dessen Basiswert ein Zinssatz, ein Zinsindex oder ein zinstragendes Finanzprodukt ist. (de) In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates. There are a multitude of different that can be used in this definition. IRDs are popular with all financial market participants given the need for almost any area of finance to either hedge or speculate on the movement of interest rates. Modeling of interest rate derivatives is usually done on a time-dependent multi-dimensional Lattice ("tree") or using specialized simulation models. Both are calibrated to the underlying risk drivers, usually domestic or foreign short rates and foreign exchange market rates, and incorporate delivery- and day count conventions. The Heath–Jarrow–Morton framework is often used instead of short rates. (en) Une option sur taux (Interest Rate Option en anglais) donne le droit à l'acheteur d'emprunter un montant déterminé (Cap) ou d'en prêter un (Floor) à un taux d'intérêt fixé (taux d'intérêt d'exercice) pour une durée spécifique. (fr)
gold:hypernym	Right
prov:wasDerivedFrom	wikipedia-en:Interest_rate_derivative?oldid=1123286354&ns=0
page length (characters) of wiki page	6957 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Interest_rate_derivative
is Link from a Wikipage to another Wikipage of	Procter & Gamble Samuel Curtis Johnson Graduate School of Management Monte Carlo methods in finance Monte Carlo methods for option pricing Vasicek model Andrew Kalotay Hong Kong Exchanges and Clearing Peter Shapiro (financier) Robert A. Jarrow Currency swap Depository Trust & Clearing Corporation Derivative (finance) Interest rate cap and floor Interest rate future Interest rate swap Mathematical finance SABR volatility model Option-adjusted spread Option (finance) Stock exchanges of small economies Zero coupon swap Copula (probability theory) Corporate finance LIBOR market model Martingale pricing Libor

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