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Home › Lectures › Interest rates 2: Linear Interest Rate Derivatives
- Interest-rates: definitions
- Compounding conventions: simple, compounded, continuous
- Money-market account
- The discount factor
- Yield curve described by a single rate
- Interbank deposit and deposit rates
- Forward-rate agreements (FRA)
- Interest-rate futures
- Interest-rates swaps
- IRS fixed leg, IBOR leg, and fair swap rate

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