CHAPTER 9
Interest Rate Futures
CHAPTER OBJECTIVES
After studying this chapter, you should be able to:
- Review the basic concepts of interest rates.
- Distinguish clearly between the spot interest rate and forward interest rate.
- Explain the concept of yield curve.
- Discuss the interest rate risk.
- Explain different forms of interest rate futures.
- Discuss the Forward Rate Agreement.
- Understand the RBI Directives on interest rate futures.
- Gain insight into interest rate futures trading in India.
Interest Rates: Basic Concepts
This section is a prelude to interest rate futures, another important topic in this chapter. As any discussion on interest rate futures presupposes the familiarity of the reader with ...
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