Talk:Interest rate derivative

Something crazy has happened to this page
It went from being a near stub to being a Fin 101 lecture notes series, with an interest rate derivatives outline. I'm going to "be bold" and delete most of the new stuff.

Feel free to add some of the old stuff back in more finished form. Most of the Fin 101 stuff in covered elsewhere and not really needed here Smallbones 21:09, 8 February 2006 (UTC)


 * Yes, the stuff about budget cap, for instance is not required here. There is already an interest rate cap page detailing how it works. I have deleted most of that example and added a couple simple ones of my own, just to give one a flavour of the uses of interest rates derivative. I've also added some references.


 * This page is tough because it's should really be just a basic introduction to the products since there are detailed pages on swaptions, interest rate swaps, callable bonds, etc. Hopefully the reader will be directed there from this page. Danielfranciscook 02:18, 31 March 2007 (UTC)

What's it mean?
It says "An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate." What does it mean by 'notional'? RJFJR (talk) 17:19, 10 April 2009 (UTC)

Better examples needed
I would love it if real examples were used rather than just a description. The example should list what the motivation is for both party and under what conditions they would gain or lose. i.e. if interest rates go up by n basis points... if they go down.. —Preceding unsigned comment added by RVHatcher (talk • contribs) 17:56, 5 May 2009 (UTC)

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