Interest Rate Instruments and Market Conventions Guide - Post LIBOR edition
125 Pages Posted:
Date Written: January 15, 2025
Abstract
This guide is related to the Interest Rate Market. It describes standard instruments traded in the market and some of the market conventions. As such it represents the habits, usages, standards, conventions, inclinations and in some cases fashion of the market. A large market part is OTC; for that part those conventions are not mandatory or legally enforceable by themselves. By writing this guide we tried to represent many unsaid details regarding interest rate instruments and markets but we cannot claim any completeness in that domain.
Keywords: Interest rate, convention
Suggested Citation: Suggested Citation
Henrard, Marc P. A., Interest Rate Instruments and Market Conventions Guide - Post LIBOR edition (January 15, 2025). Available at SSRN: https://ssrn.com/abstract=
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