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- 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)
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- 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)
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- Zinsderivat (de)
- Interest rate derivative (en)
- Option sur taux (fr)
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