| 1. | Forward rate agreement fra
远期利率协定 |
| 2. | Forward rate agreements
远期利率协议 |
| 3. | Forward rate agreement
远期利率协议 |
| 4. | Forward rate agreement
远期利率协议 |
| 5. | B includes currency swaps and options , interest rate swaps and forward rate agreements only
只包括货币掉期和期权利率掉期和远期利率协议。 |
| 6. | Forward rate agreement / fra a forward contract specifying an interest rate that will be paid on a future date . similar to futures , but more flexible in terms of dates
远期利率协议/ fra详细说明在未来某一日期将会支付一定利率的一份期货合同。与期货相似，但在日期上更灵活。 |
| 7. | Through applying the three methods of term structure estimation to the construction of zero - yield curve and to the pricing of zero - bond , zero - bond option , coup bond , interest rate swap , interest rate swap option , interest rate cap , interest rate floor , forward rate agreement . comparing the calculation errors of the three methods of term structure estimation
通过将这三种期限结构估测方法应用于零息收益曲线构造，应用于零息国债及其期权、附息债券、利率互换、利率互换期权、远期利率协议、利率上限、利率下限等利率衍生产品价格的估测，并比较所估测结果的误差，得出的结论是：三种期限结构估测方法会导致在计算不同利率衍生产品价格时产生差异。 |
| 8. | But when these methods are applied to evaluation of interest rate swap option , interest rate cap , interest rate floor , forward rate agreement , both the cubic interpolation and the spline interpolation are superior to the linear interpolation , but the cubic interpolation and the spline interpolation are almost same
当三种期限结构估测方法应用于利率互换期权、利率上限期权、利率下限期权、远期利率定价时，立方插值法和三次样条插值法尽管都优于线性插值法，但是它们之间却没有优劣之分。 |
| 9. | Mainly include the financial instruments such as forward rate agreements , interest rate futures contracts , interest rate swaps , options , and etc . the study and practice of management of interest rate risk in china is still very weak , to introduce the advanced management techniques is very necessary
发达国家关于利率风险管理的研究和实务较有成效，金融工程学为我们提供了管理利率风险的多种金融工具，主要包括远期利率协议、利率期货合约、利率互换以及期权等等金融衍生产品。我国管理利率风险的研究比较薄弱，引入国外先进的管理技术很有必要。 |
