Diff

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Diff

Short version of Euro rate differential, which is a Chicago Mercantile Exchange Futures contract that is founded on the interest rate spread between the U.S. dollar and the British pound, the German mark, or the Japanese yen.

Diff

A futures contract traded on the Chicago Mercantile Exchange where the underlying asset is the interest rate spread between the U.S. dollar and either the British pound or the Japanese yen. The German mark has been used as well. A diff can be used to hedge foreign exchange risk. See also: Interest rate parity.
References in periodicals archive ?
First, smooth the trend by fitting a variant of the UNIDIFF model that forces the multiplicative parameter to change as a linear function of time.
Fit statistics for the conditional independence, CSF and UNIDIFF models fitted to mobility tables 1972-92 and 1991-2005, men aged 25-59 Model [G.
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