远期利率

用于管理利率风险的金融衍生工具主要有：远期利率协议、利率期货、利率互换与利率期权。

These financial derivatives are : Forward Rate Agreements , Interest Rate Futures , Interest Rate Swaps , and Interest Rate Options .

其次，市场模型是直接建立在可观测的市场利率之上的，省去了由瞬时短期利率或瞬时远期利率得到市场利率的过程。

Second , the market model is directly based on observable market interest rates above , eliminating the process of transforming short-term interest rate or instantaneous forward rate to the market interest rate .

鉴别货币市场对银行担忧程度的途径之一，是远期利率协议/隔夜指数掉期（fra/ois）息差，该数据衡量向银行提供三个月贷款的纯信贷风险，剔除利率波动影响。

One way to isolate money market concern about banks is the FRA / OIS spread , which measures the pure credit risk of lending to banks for three months , stripping out interest rate fluctuations .

远期利率在寿险公司资产负债管理中的应用

The Contract Governance Future Interest Rate Applied in Asset-Liability Management of Life Insurance Firms

远期利率协议在我国商业银行利率风险管理中的运用及其风险控制

The Application and Risk-warding Measures of the FRA in the Rate Risk Management of China 's Commercial Bank

利用不同期限同业拆借利率中隐含的远期利率将目标利率分解为预期到部分和未预期部分。

The forward interest rate which implicit in the different period inter-bank lending rate , decomposes the target interest rate adjustment into expected part and unexpected part .

尽管国家刚刚在不到一年的时间里第七次安排各银行留出大更多储蓄空间，成长的通货膨胀关系到远期利率大幅上涨的强烈期待。

Increasing inflationary concerns intensified expectations of further rate hikes though the country has just ordered banks to set aside more as reserves for the seventh time in less than a year .

这篇论文对远期利率协议、利率互换、利率期货、利率期权等金融衍生工具在利率风险控制中的运用做了初步的探讨。

The other is that , to control interest rate risks , the essay details the use of financial derivatives , such as FRA , interest swaps , interest future and interest options .

远期利率，很多年前我写过一篇，研究利率期限结构的文章，我想知道谁是“远期利率”这个词的创始人

Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term " forward rate . "

在资产负债表外管理方面主要是使用金融衍生工具，运用的表外工具主要包括远期利率协议、利率期货、利率互换、利率期权等。

Manages the aspect outside the property debt table mainly is uses the financial derivation tool , outside the utilization table the tool mainly includes the forward interest rate agreement , the interest rate stock , the interest rate exchange , the interest rate option and so on .

比如，当前欧元-日元15年远期掉期利率意味着，欧元区利率比日本低77个基点。

Right now , for example , 15-year euro-yen swaps imply that eurozone rates are 77 basis points lower those of Japan .

比如，2004年3月，欧元和日元15年远期掉期利率（表明收益率的相对差异）大约是300个基点，4年前这一数字仍然在150个基点左右。

Back in March 2004 , for example , the 15-year forward swap rate for euros and yen ( which indicates the relative difference in yields ) was about 300 basis points , and four years ago the gap was still around 150 basis points .

通过对远期外汇协议以及利率互换风险的评测，使表外业务的风险评估成为可能；

We have found some ways to evaluate the risks of Foreign Exchange Forward Contract and Interest Rate Swaps ;

这就是为什么在远期合同中高利率货币交易总是在现时价格或点数上打折扣的原因了。

That is why high-interest currencies trade at a discount to their current or " spot " rate in forward markets .

由此得到远期便利收益率漂移项的无套利约束，并利用此结论得到了商品互换的价格。我们证明了在远期模型中利率的随机性对商品互换的定价是有影响的。

From the pricing formulas , we can get the conclusion that the randomness of interest rate can affect the price of commodity swap .