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  2. Fixed deposit - Wikipedia

    en.wikipedia.org/wiki/Fixed_deposit

    A fixed deposit (FD) is a tenured ... an FD can vary from 7, 15 or 45 days to 1.5 years and can be as high as 10 years. ... up to 80 to 90 percent of the value of ...

  3. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    Treating a month as 30 days and a year as 360 days was devised for its ease of calculation by hand compared with manually calculating the actual days between two dates. Also, because 360 is highly factorable, payment frequencies of semi-annual and quarterly and monthly will be 180, 90, and 30 days of a 360-day year, meaning the payment amount ...

  4. Forward volatility - Wikipedia

    en.wikipedia.org/wiki/Forward_volatility

    The volatilities in the market for 90 days are 18% and for 180 days 16.6%. In our notation we have , = 18% and , = 16.6% (treating a year as 360 days). We want to find the forward volatility for the period starting with day 91 and ending with day 180.

  5. Fixed vs. variable interest rates: How these rate types work ...

    www.aol.com/finance/fixed-vs-variable-interest...

    This is especially true for the WSJ Prime rate, which typically changes a few days after a Federal Reserve meeting at which the Fed announces a rate adjustment. With financing, variable rates ...

  6. 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 discount factor formula for period (0,t) ...

  7. Recurring deposit - Wikipedia

    en.wikipedia.org/wiki/Recurring_deposit

    The rate of penalty will be fixed upfront. Interest is compounded on a quarterly basis in recurring deposits. One can avail of loans against the collateral of a recurring deposit up to 80 to 90% of the deposit value. [2] The rate of interest offered is similar to that of a regular fixed deposits. [2]

  8. Forward exchange rate - Wikipedia

    en.wikipedia.org/wiki/Forward_exchange_rate

    N represents the maturity of a given forward exchange rate quote d represents the number of days to delivery. For example, to calculate the 6-month forward premium or discount for the euro versus the dollar deliverable in 30 days, given a spot rate quote of $1.2238/€ and a 6-month forward rate quote of $1.2260/€:

  9. Non-deliverable forward - Wikipedia

    en.wikipedia.org/wiki/Non-deliverable_forward

    contracted NDF rate: the rate agreed on the transaction date, and is essentially the outright forward rate of the currencies dealt. prevailing spot rate (or fixing spot rate ): the rate on the fixing date usually provided by the central bank , and commonly calculated by calling a number of dealers in the market for a quote at a specified time ...