Underlying Rate at Expiration in Financial Formulas

Underlying Rate at Expiration refers to the benchmark reference value upon which the terms of a derivative contract are based when the contract reaches its maturity date. And is denoted by r_exp.

Financial formulas that make use of Underlying Rate at Expiration

fxFRA Payoff ( Long Position )Go

FAQ

What is the Underlying Rate at Expiration?

Underlying Rate at Expiration refers to the benchmark reference value upon which the terms of a derivative contract are based when the contract reaches its maturity date.

Can the Underlying Rate at Expiration be negative?

{YesorNo}, the Underlying Rate at Expiration, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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