Questions tagged [interest-rate]

a generic tag for question on rate of interest applicable. Ideally should be accompanied by geography tag and other specific subject tags

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Eurodollars: How many days in 3 month LIBOR?

The CME webpage states that Eurodollar futures settle to 3 month LIBOR: My question is regarding the underlying LIBOR term deposit rate mentioned in the contract spec. Suppose today is Tuesday, Feb ...
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Arbitrage on Libor rate and Swap rate

I must be wrong here, but still want to know where I am wrong. I found the data of Libor rate and swap rate from this link: http://www.interestrateswapstoday.com/libor-rates.html At the time, I read ...
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how to deal with february in accrued interest calculation (30/360 day count convention)

How would you deal with the month of february in a daily interest calculation on a loan that compounds monthly? I would think that with 30/360 day count convention, each day in february results in ...
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Make money based on interest rate cut in Canada

Bank of Canada recently announced reduction in its prime rate. As a Canadian, is there a way to take advantage of it? For example, if I bet that in the next 12 months, the rate would increase, how can ...