forward rate agreement 中文意思是什麼
forward rate agreement
解釋
推出遠期利率協議業務-
Forward rate agreement fra
遠期利率協定 -
Forward rate agreement
遠期利率協議 -
Forward rate agreement / fra a forward contract specifying an interest rate that will be paid on a future date. similar to futures, but more flexible in terms of dates
遠期利率協議/ fra詳細說明在未來某一日期將會支付一定利率的一份期貨合同。與期貨相似，但在日期上更靈活。 -
Through applying the three methods of term structure estimation to the construction of zero - yield curve and to the pricing of zero - bond, zero - bond option, coup bond, interest rate swap, interest rate swap option, interest rate cap, interest rate floor, forward rate agreement. comparing the calculation errors of the three methods of term structure estimation
通過將這三種期限結構估測方法應用於零息收益曲線構造，應用於零息國債及其期權、附息債券、利率互換、利率互換期權、遠期利率協議、利率上限、利率下限等利率衍生產品價格的估測，並比較所估測結果的誤差，得出的結論是：三種期限結構估測方法會導致在計算不同利率衍生產品價格時產生差異。 -
But when these methods are applied to evaluation of interest rate swap option, interest rate cap, interest rate floor, forward rate agreement, both the cubic interpolation and the spline interpolation are superior to the linear interpolation, but the cubic interpolation and the spline interpolation are almost same
當三種期限結構估測方法應用於利率互換期權、利率上限期權、利率下限期權、遠期利率定價時，立方插值法和三次樣條插值法盡管都優于線性插值法，但是它們之間卻沒有優劣之分。
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