3.2 Interest rate products

This part of the Guide consists of:

  • 3.2.1 "Interest rate swaps";
  • 3.2.2 "Interest rate Swaptions";
  • 3.2.3 "Australian Dollar Overnight Index Swaps";
  • 3.2.4 "Interest rate caps, collars and floors"; and
  • 3.2.5 "Forward rate agreements (FRA)".

Last Update Date 29 Jun 2011