Glossary – Finance
There are 5 names in this directory beginning with the letter L.
Libor Curve
Libor zero-coupon interest rates as a function of maturity.
Limit Move
The maximum price move permitted by the exchange in a single trading session.
Limit Order
An order that can be executed only at a specified price or one more favourable to the investor.
Liquidity Premium
The amount that forward interest rates exceed expected future spot interest rates.
Long Hedge
A hedge involving a long futures position.