Interest Rates

• InterestRate
• Swap
• BasisSwap
• CrossCurrencySwap
• FixFloatCrossCurrencySwap
• RateFutures

InterestRate	An annual interest rate with the native day-count and compounding conventions.
Swap	A vanilla fixed-vs-floating interest rate swap.
BasisSwap	A float-vs-float single-currency basis swap.
CrossCurrencySwap	A float-vs-float cross-currency swap.
FixFloatCrossCurrencySwap	A fixed-vs-float cross-currency swap.
RateFutures	An exchange-traded interest-rate futures contract.