Contract under which the terms of a future interest rate swap are fixed in advance. Against – payment of a premium, – the buyer of the option contract acquires – the right, but not the obligation, – to demand the conclusion of the interest rate swap within a contractually fixed period or – on a precisely fixed date. – Especially in times of – expected – strongly fluctuating interest rate movements, such an option contract offers the possibility to hedge against interest rate risks. – See cap, chooser cap, derivatives, European Master Agreement, futures markets, long-term culture, term premium, overnight rate swap, interest rate option, interest rate swap.
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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/
Passende Formel
Zinseszins
Anfangskapital, Endkapital, Zinssatz und Laufzeit flexibel bestimmen.
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