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Chap 16: Properties of Interest Rates - Coggle Diagram
Chap 16: Properties of Interest Rates
Types of Interest Rates
Treasury Rate
LIBOR
SOFR
Repo Rates
An Overnight indexed Swap (OIS)
Compounding Frequencies
Spot Rates, Forward Rates and Forward Rate Agreements
Spot (Zero) Rates
Bond Pricing
Bond Yield
Spot rates
Bootstrapping Sport Rates
Forward Rates
Forward Rate Agreements
Term Structure Theories
Market segmentation Theory
The Expectation Theory
The liquidity preference theory
Duration and Convexity
A basis point change, Macaulay duration, Modified duration, dollar duration
degree of convexity