Interest Rate Derivatives

0-2 Years
2+ Years

An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.
The interest rate derivatives market is the largest derivatives market in the world.


Contacts

Johannesburg: +27 11 875 8500
Lausanne: +41 21 343 52 52
London: +44 (0) 20 7198 1500
Munich: +49 89 2422 970
New York: +1 212 238 5994
Paris: +33 1 56 43 70 20
Santiago: +562 2107200
Sydney: +61 2 8076 8060