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  2. Forward rate - Wikipedia

    en.wikipedia.org/wiki/Forward_rate

    The forward rate is the future yield on a bond. It is calculated using the yield curve . For example, the yield on a three-month Treasury bill six months from now is a forward rate .

  3. Forward curve - Wikipedia

    en.wikipedia.org/wiki/Forward_curve

    A forward interest rate is a type of interest rate that is specified for a loan that will occur at a specified future date. As with current interest rates, forward interest rates include a term structure which shows the different forward rates offered to loans of different maturities.

  4. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    When the volatility and drift of the instantaneous forward rate are assumed to be deterministic, this is known as the Gaussian Heath–Jarrow–Morton (HJM) model of forward rates. [ 1 ] : 394 For direct modeling of simple forward rates the Brace–Gatarek–Musiela model represents an example.

  5. Forward exchange rate - Wikipedia

    en.wikipedia.org/wiki/Forward_exchange_rate

    The forward exchange rate depends on three known variables: the spot exchange rate, the domestic interest rate, and the foreign interest rate. This effectively means that the forward rate is the price of a forward contract, which derives its value from the pricing of spot contracts and the addition of information on available interest rates.

  6. Bootstrapping (finance) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(finance)

    The forward values of the overnight rate can be read from the overnight index swap curve. "OIS-discounting" is now standard, and is sometimes, referred to as "CSA-discounting". See: Financial economics § Derivative pricing for context; Interest rate swap § Valuation and pricing for the math.

  7. The Fed cut interest rates again, but one key number shows ...

    www.aol.com/one-number-shows-why-economy...

    The divergence in a falling federal funds rate and a rising 10-year Treasury yield highlights the ultimate truth in markets: They're forward-looking, and the bond market is signaling rates will ...

  8. Overnight indexed swap - Wikipedia

    en.wikipedia.org/wiki/Overnight_indexed_swap

    An overnight indexed swap (OIS) is an interest rate swap (IRS) over some given term, e.g. 10Y, where the periodic fixed payments are tied to a given fixed rate while the periodic floating payments are tied to a floating rate calculated from a daily compounded overnight rate over the floating coupon period. Note that the OIS term is not ...

  9. Top CD Rates Today: February 7 — Earn Up To 4.65% APY - AOL

    www.aol.com/finance/top-cd-rates-today-february...

    Fast forward to the mid-2010s, and while rates began to inch up, they remained modest, barely crossing 0.60% for longer-term CDs by the end of 2019. ... CDs offer fixed interest rates for the ...