Market participants scaled back expectations for an end to the Bank of Japan's accommodative monetary policy, with
forward rate agreements suggesting expectations for virtually no change in policy through the end of 1997.
Building a knowledge base for
forward rate agreementsThis latest investment in CFD processing functionality follows the recently-announced addition of FX forwards, non-deliverable forwards (NDFs) and
forward rate agreements (FRAs) to Gloss, and forms part of a substantial investment programme that includes the continued broadening of the Gloss solution's instrument coverage.
In contrast, turnover for foreign exchange swaps increased again, rising by 12%, while turnover for
forward rate agreements rose by 4%.
This includes post-execution transaction processing for FX forwards, non-deliverable forwards (NDFs) and
forward rate agreements (FRAs).
Product types include caps/floors,
forward rate agreements, options, swaps, swaptions, and cross currency swaps.
Part VI
Forward Rate Agreements and Forward/Forward Agreements 1.
The IR TRR holds summary transaction-level information for the full range of non-cleared OTC derivative interest rate transactions, including caps/floors,
forward rate agreements, options, swaps, swaptions, and cross currency swaps.
Offers advanced pricing and analytic capabilities including Greeks and support for: IR swaps and swaptions, IR caps and floors,
Forward rate agreements.
The new curves are constructed with either a combination of the domicile country's cash rate data and
Forward Rate Agreements or cash rates and futures data, which is part of a continual effort to reflect current market conventions in valuation methodologies.
He briefly describes the underlying mechanics of the LIBOR cash market,
Forward Rate Agreements (FRAs), and how Eurodollar futures are used to manage the supply and demand of future lending and borrowing expectations.
