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TQB/ learn/ rates/ frasEN · DARK
IRpractitionerinstrument

FRAs

Contracts fixing a future simple interest rate.

Reviewed 2026-08-10TheQuantBateman ResearchReading note
01Intuition

Build the mental model first.

An FRA settles the difference between a contracted rate and the fixing for a future accrual period.

ONE-LINE DEFINITION

Contracts fixing a future simple interest rate.

02Mathematics

Now make it exact.

PV=NδP(0,T2)(FK)PV=N\delta P(0,T_2)(F-K)
Notation and units

Decimal rates and volatilities, year-fraction time and continuous compounding unless stated otherwise.

03Assumptions

Every model has a price.

01

Educational conventions are stated explicitly and may simplify market quotation or settlement details.

02

Rates are continuously compounded unless the section says otherwise.

03

Inputs are deterministic in the base model.

“An unstated convention is a future reconciliation break.”— THEQUANTBATEMAN
04Market use

Why a quant cares.

Short-end rate hedging and forward-curve instruments.

IntuitionMathematicsImplementationDesk risk
05Desk view
FRONT OFFICE VIEW

The hedge has opinions.

Start with the quote convention, then ask which IR risk survives the hedge. A number without its convention is merely well-dressed ambiguity.

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06Related

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