国际场外利率期权市场发展的启示

Implications of developments in the global OTC interest rate options market

近年来,场外利率期权市场交易品种越来越丰富,交易量逐年攀升。研究国际场外利率期权市场的现状和运行框架,对于目前我国国内利率期权的研究和发展具有一定的借鉴意义。

The OTC interest rate options market has witnessed increasing diversity in trading products as well as increasing turnover in recent years. A study of the status quo and the operational framework of international OTC interest rate options markets provides implications for research and development of interest rate options in China.