Back
Index derivative
A derivative whose value is based on a given index, for example a stock index, a bond index or a commodity index, and which is designed to reflect changes in market or sector prices, or the price performance of a portfolio or of a pool of instruments or commodities traded in one or more markets or sectors.
The main index derivatives are the index futures, the index option, the index forward and the index swap.
Translations
Synonyms and variations
- Index derivative contract
- Index derivative instrument
- Index derivative product