Short Rate in Investment Formulas

Short Rate is defined as the interest rate proportionately higher than the annual rate, made for insurance issued or continued in force by the insured for less than one year. And is denoted by r_t.

Investment formulas that make use of Short Rate

fxVasicek Interest RateGo

FAQ

What is the Short Rate?

Short Rate is defined as the interest rate proportionately higher than the annual rate, made for insurance issued or continued in force by the insured for less than one year.

Can the Short Rate be negative?

{YesorNo}, the Short Rate, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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